Processing: 100780N
Type: EXOTIC
Status: Verified
Mirror: NO
Version: 14
Leg number : 0
Forward Index : EURIB/EUR/3M => EUR3M
Not a formula.
Leg number : 1
Forward Index : FORM/EUR/ - not in the perimeter.
Formula :
FLT_ARREARS ( [12mEUReurib] ) :EURIB/EUR/12M => EUR12
Leg number : 2
Forward Index : FORM/EUR/ - not in the perimeter.
Formula :
FLT_ARREARS ( [12mEUReurib] ) :EURIB/EUR/12M => EUR12
Leg number : 3
Forward Index : FORM/EUR/ - not in the perimeter.
Formula :
BARRIER( ) :
FLT_ARREARS ( [12mEUReurib] ): EURIB/EUR/12M => EUR12
Leg number : 4
Forward Index : FORM/EUR/ - not in the perimeter.
Formula :
DIGITAL( ) :
FLT_ARREARS ( [12mEUReurib] ): EURIB/EUR/12M => EUR12
Discount index generation...
Leg 0, discount index = EUR3M
Leg 1, discount index = EUR3M
Leg 2, discount index = EUR3M
Leg 3, discount index = EUR3M
Leg 4, discount index = EUR3M
Saving... ok
Coming back to the VERIFIED status... ok
Done.