A swap is made up of a number of different legs or coupons.
In SDX Commodities & Energy for each leg of a swap (including that in a swaption) you can:
See its fixing date.
See and edit its fixing rate.
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You can only see the fixing rates for historical fixing dates. |
To see the individual fixings of a swap:
| 1. | Enter the swap or swaption in the pricing page. |
| 2. | Click Calculate. |
| 3. | Click the Fixing Details button. |