Last Zero DF Date


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