Indexed Coupon

Key Indexed Coupon in Yield Curve Fwd refers to an optional boolean that determines if the fixing period of the underlying deposit/loan contract is determined solely by a) the FRA's explicit or implicit index or b) is adjusted to match the respective accrual period.
If TRUE, the fixing period is determined solely by the index so that its end date may not necessarily coincide with the FRA's maturity date.
If FALSE, the fixing period is adjusted so that its end date is - almost - identical with the the FRA's maturity date.
If omitted, default is TRUE

The following example demonstrates the difference:

Consider a 2x8 FRA on Euribor traded on Thursday, 25 May 2023.
Due to the Euribor's T+2 settlement, the spot date is the Monday, 29 May 2023.
The fixing period of the FRA's underlying deposit/loan contract would nominally start 2 months after spot, i.e. on Saturday, 29 July 2023.
But because this is not a business day, the fixing period's start date is shifted to the Monday, 31 July 2023.
Under the TRUE setting, the end date of the fixing period is determined based solely on the Euribor index, which in this case is the 6-month index due to 8 - 2 = 6.
Concretely, 6 months are added to 31 July 2023, with the result being the Wednesday, 31 January 2024.
Under the FALSE setting, the end date of the fixing period is not governed by the Euribor index, but is determined solely by the 2x8 specification of the FRA.
Concretely, 8 months are added to 29 May 2023, with the result being the Monday, 29 January 2024.