Left Step Up
Key Left Step Up in Scheduled Real Interval refers to an optional object of type Step Up Rule that prescribes how the left boundary of the base interval defined in key Interval changes over time.
Concretely, let d'₁ , d'₂ , ... be the sequence of dates implied by the entry in key Step Up Schedule
Note the dates d'₁ , d'₂ , ... may differ from the dates d₁ , d₂ , ... , dᵣ implied by the entry in Schedule
The object here acts on the dates d'₁ , d'₂ , ...
If the dates d'₁ , d'₂ , ... differ from the dates d₁ , d₂ , ... , dᵣ, the interval applicable on any observation date dᵢ equals the interval constructed according to the above procedure at the latest date d' such that d' ≤ dᵢ
If omitted, the left boundary stays constant.