Spread on Target


Key Spread on Target of function
Fair Spread in Currency Swap Oldis an optional boolean that can be used to define the leg on which the returned spread applies.
The default is TRUE, whereby spread applies on the leg associated with the target currency of the caller
Currency Swap Old object as defined by its key Tgt Ccy
If set to FALSE, the spread applies on the leg associated with the source currency of the caller
Currency Swap Old object as defined by its key Src Ccy