Related provisions for BIPRU 7.2.21

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BIPRU 7.2.22RRP
Table: Interest rate and foreign currency swapsThis table belongs to BIPRU 7.2.21RPaying leg (which must be treated as a short position in a zero-specific-risk security)Receiving leg (which must be treated as a long position in a zero-specific-risk security)Receiving fixed and paying floatingCoupon equals the floating rate and maturity equals the reset dateCoupon equals the fixed rate of the swap and maturity equals the maturity of the swapPaying fixed and receiving floatingCoupon
BIPRU 7.2.24RRP
Interest rate swaps or foreign currencyswaps with a deferred start must be treated as the two notional positions (one long, one short) shown in the table in BIPRU 7.2.25R.
BIPRU 7.2.25RRP
Table: Deferred start interest rate and foreign currency swapsThis table belongs to BIPRU 7.2.24RPaying leg (which must be treated as a short position in a zero-specific-risk security with a coupon equal to the fixed rate of the swap)Receiving leg (which must be treated as a long position in a zero-specific-risk security with a coupon equal to the fixed rate of the swap)Receiving fixed and paying floatingmaturity equals the start date of the swapmaturity equals the maturity of