Class for managing a standard Equity vs Float leg swap. This is a contract in which an equity payment leg is exchanged for a series of floating rates payments. There is no exchange of principal. The contract is entered into at zero initial cost when spreads are zero. The contract lasts from an effective date to a specified maturity date. The equity payments are not known fully until the end of payment period. The floating rate is not known fully until the end of the preceding payment period. It is set in advance and paid in arrears. The value of the contract is the NPV of the two coupon streams. Discounting is done on a supplied discount curve which is separate from the curve from which the implied index rates are extracted.