Related provisions for BIPRU 7.2.25

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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