Ibor Schedule


Key Ibor Schedule in
Asset Swap refers to an optional object of type Schedule that defines the schedule of the ibor leg accrual periods.
The adjusted maturity of the schedule here must match the adjusted maturity of the bond.
If omitted, a default schedule is assumed with a frequency set to match the period in Index, a start and end date as in Bond, while the calendar, date adjustment and daycounter are the same as those in the index.
Exceptionally in the omitted case, the start date can be also independently specified through the entry
Start