How to describe IRS instruments

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1

Imported from previous forum

2

If I want to describe an Interest Rate Swap 3Y annual money versus 3M LIBOR, how do I do that?

TIA

3

I am not an expert in this area but take a look at the Event Group within the instrument block. Tag 865 EventType has values related to swaps.

If I want to describe an Interest Rate Swap 3Y annual money versus 3M LIBOR, how do I do that?

TIA