First Zero DF Date


Key First Zero DF Date in
ImpYC Shifted refers to the first date T₁ of a contiguous range of dates [T₁ , T₂] where all discount factors are forced to equal 0.
The last date T₂ is defined by the entry
Last Zero DF Date
If the entry here is omitted, all dates at or before T₂ - provided the latter exists - acquire a zero discount factor.
If both T₁ and T₂ are left undefined, no discount factors get vanished.