vol: Ref. source: Floating Leg : Conventions : USD 20mn 3m-9m, 1Y-5Y 2.3 bps (for 10K DV01) USD 150.200mn Reuters page <IN DIRS>, <BGCNDIRS>, Bloomberg IRSWNIX Index FBIL Overnight MIBOR, Bloomberg : IN000/N Index <1Y Annual Fixed (ACT/365) versus Daily Compounded floating (ACT/365), 1+1, >1Y Semi- annual