OI Term Model
Key OI Term Model in Model[IRS] refers to optional model specifications related to composite overnight rates.
Relevant only if at least one of the swap indices is of type OI Term Rate
Expects an object of type Model[OI Term Rate]
Key OI Term Model in Model[IRS] refers to optional model specifications related to composite overnight rates.
Relevant only if at least one of the swap indices is of type OI Term Rate
Expects an object of type Model[OI Term Rate]