Rate Cutoff
Key Rate Cutoff in OIS refers to an optional number N of cut-off days associated with the overnight leg.
Same meaning as in Rate Cutoff
If omitted, 1 is assumed, which amounts to the absence of the rate cutoff feature.
Key Rate Cutoff in OIS refers to an optional number N of cut-off days associated with the overnight leg.
Same meaning as in Rate Cutoff
If omitted, 1 is assumed, which amounts to the absence of the rate cutoff feature.