Stub Rate
Key Stub Rate in Yield Curve Dep refers to an optional rate that represents the spot zero rate for maturity of one calendar day without any settlement, date bump or calendar conventions.
It is simply the annualized rate for a spot deposit of one calendar day.
The applicable daycount convention depends on the entry Input Method
If the latter equals By Date, the daycount convention is that in DayCount
Otherwise, it equals that of the first index entered in Set
If the entry here is left unspecified, the curve is built based solely on the deposit rates entered in Set
This entry is useful for forcing the zero rate curve to converge to a specific rate on the short term.