Financial Toolkit : Vanilla IR Swap (Received Fixed, Pay Floating)

Valuation date
Maturity date
  Rate type Coupon period Day basis
Fixed leg
Floating leg
Note: For the floating leg, the rate is fixed in advance (ie at the start of the accrual period). The roll date is set to the maturity date.
The stub short first is used. The notional is not exchanged at maturity date.
1 This rate is the effective rate that includes any compounding.

Zero Curve (anchored at valuation date)
Input type
Tenor, Rate in %