Min Reset Date


Key Min Reset Date of function
Change Dates in IRSrefers to an optional date that defines the earliest possible date when the index associated with any accrual period of a floating leg of the produced swap is allowed to reset.
If omitted, the same date as that of the index associated with the corresponding period of the original swap is assumed, without any restriction whatsoever.
In all cases, the index's tenor equals the tenor of the corresponding index in the original swap and is not affected by the dates entered in any of the keys below, as applicable:
New Flt Start
New Flt End
New Leg1 Start
New Leg1 End
New Leg2 Start
New Leg2 End