Spec


Key Spec in
Interest Fn refers to the set of conventions that apply to the interest rate r defined in key Interest Rate represented by an object CONV of type Int Rate Spec

If more than one reference rates r₁, r₂ , ... , rᵥ are defined in
Interest Rate, it is possible to associate a different set of conventions with each of the interest rates in r₁, r₂ , ... , rᵥ by entering here a 1D-array array consisting of the e objects CONV₁, CONV₂ , ... , CONVₑ, establishing the correspondence:
r₁ ↔ CONV₁ , r₂ ↔ CONV₂ , ...
It is allowed that e < v in which case the tail interest rates rₑ₊₁ , ... , rᵥ are all paired with the last object CONVₑ

For example, it is allowed to have several interest rates r₁, r₂ , ... , rᵥ but only one Int Rate Spec object CONV, in which case the object CONV applies to all rates in r₁, r₂ , ... , rᵥ
But if two Int Rate Spec objects CONV₁ and CONV₂ are defined, then the Int Rate Spec object CONV₁ applies only to the rate r₁, whereas the Int Rate Spec object CONV₂ applies to all remaining rates r₂ , ... , rᵥ