Adjust Fxd Rates
Key Adjust Fxd Rates in ImpYC XCCY Disc refers to a boolean that determines whether the market fixed rates of the TGT vanilla swaps should be adjusted before they are used as the fixed rates of the synthetic cross currency fixed-to-floating swaps, as described at ImplSrcFltTgtFxd
The TRUE choice (not yet implemented) is necessary when the structure of the TGT floating legs of the currency basis swaps substantially differ from the floating legs of the corresponding TGT vanila swaps.
The default is FALSE because often only minor cash flow differences exist between the respective floating legs.
