SDX Interest Rates Help > Supported Instruments > Single Leg of a Vanilla Swap

Single Leg of a Vanilla Swap

SDX Interest Rates lets you price a single leg of a vanilla swap. For this single leg you can specify whether it is a fixed leg or a floating leg, and whether you are a payer or a receiver.

Being able to price a single leg is useful as it:

Lets you price simple cash flow structures.

Lets you model fixed or floating rate bonds.

Provides a mechanism for you to model a loan transaction.

Pricing a Single Leg of a Vanilla Swap in SDX Interest Rates

You can only price a single leg of a vanilla swap in the Portfolio page, not in the Single Option page.