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