Ibor DC
Key Ibor DC in Fallback Ibor Oi Def refers to the denominator of the daycount convention of the ibor rate DCᴸ as described in Fallback Ibor Oi Def
Eg, 360
Together with the Overnight DC, it determines the multiplier m
Key Ibor DC in Fallback Ibor Oi Def refers to the denominator of the daycount convention of the ibor rate DCᴸ as described in Fallback Ibor Oi Def
Eg, 360
Together with the Overnight DC, it determines the multiplier m