Rate Cutoff 2
Key Rate Cutoff 2 in OiOi Swap refers to an optional number N of cut-off days associated with the second leg.
Similar to the entry Rate Cutoff in OIS
If omitted, 1 is assumed, which amounts to the absence of the rate cutoff feature.
Key Rate Cutoff 2 in OiOi Swap refers to an optional number N of cut-off days associated with the second leg.
Similar to the entry Rate Cutoff in OIS
If omitted, 1 is assumed, which amounts to the absence of the rate cutoff feature.