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6) For next week.


Reviewed commodity swaps in provisional, and with respect to the broader set of swap contracts that FIBO supports.  We noticed that it seems all swaps have a fixed leg and floating leg, and that we could introduce an abstraction to that effect that would allow us to have fixed IR leg and strike leg as fixed legs, and most others as floating legs.  

Commodity swaps are missing the notion of the quantity of some commodity and the price as of some date for that commodity.  See


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