IR Caplet Following transaction applying fixing from oracle arrange { actions { (acmeCorp or highStreetBank).may { Placeholder replaced with actual fixing "exercise".anytime { val floating = interest(notional, "act/365", 0.67, "2016-04-01", "2016-10-01") val fixed = interest(notional, "act/365", 0.5, "2016-04-01", "2016-10-01") highStreetBank.owes(acmeCorp, floating - fixed, GBP) } } } } UNRESTRICTED 95