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  1. Notional 1 Mio. Euro
  2. Fixed Rate Leg = 2%
  3. Floating Rate Leg (Tenor) = 6M Euribor without spread
  4. Maturity = 2 years
  5. Tenor Floating = 6 Month
  6. Tenor Fixed = 12 Month
  7. Day Count Conventions Fixed = Actual/360
  8. Day Count Conventions Floating = Actual/360
  9. Discount Curve = OIS USD
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