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