Build Approx CA

Key Build Approx CA in Model[OI Term Rate] refers to a choice from the list Build Approx

This setting applies only to those rates that reference a compounded average index.
The optional entry Build Approx AA applies to the rates that reference an arithmetic average index.
It cannot be set to Takada
The recommended entry is Telescopic, which results to faster routines without numerical cost.
The entry None can be useful only when details about the implied daily overnight rates need to be part of the displayed cash flows.