Format:
SWAP:<COUNTRY> <MATURITY DATE> <P>|<R><SPREAD>
Examples(*):
SWAP:US 20101210 P7.5
SWAP:US 20220410 R4.5
<COUNTRY> ISO Code for the issuer government (US only)
<MATURITY DATE>: String in YYYYMMDD format indicating the maturity date for the bond.
<P>|<R>: P indicates a payer swap (pay fixed/receive floating) / R indicates a receiver swap (receive fixed/pay floating)
<SPREAD>: The spread of the swap in percent
(*) Not real swaps. Used for illustrative purposes