OI Term Model
Key OI Term Model in CapFlr Vol Spec refers to the modelling assumptions on how the compounded or arithmetic average of the overnight rates is computed.
It is obviously used only in contexts involving overnight index term rates.
It expects an object of type Model[OI Term Rate]
If left unspecified, the following approximations are used, when applicable:
Build Approx CA = Telescopic
Build Approx AA = Takada
