To ensure each component of a swap always has a unique ID (other than Security Alias), SWAPID
records are automatically added to the XREFERENCE table when a multi-leg swap is created.
- The Xreference Security ID Type (1234) =
SWAPID
and the Xreference Security ID (1233) is Primary Asset ID +C1
,P1
, orR1
for the contract, pay leg, and receive leg respectively- For example, if the swap's Primary Asset ID is
SWAP175
, theSWAPIDs
will beSWAP175C1
,SWAP175P1
, andSWAP175R1
- While swaps with more than three legs are not currently supported in Eagle Accounting, they are supported in Eagle's reference data products; swaps with additional pay and/or receive legs will be appended with
P2
,R2
,P3
,R3
, etc.
- For example, if the swap's Primary Asset ID is
Add Comment