Lookback
Key Lookback in OiIbor Swap refers to an optional number N of lookback days associated with the overnight leg.
Same meaning as in Lookback
If omitted, 0 is assumed, which amounts to the absence of the lookback feature.
Key Lookback in OiIbor Swap refers to an optional number N of lookback days associated with the overnight leg.
Same meaning as in Lookback
If omitted, 0 is assumed, which amounts to the absence of the lookback feature.