Spot Settle Quotes

Key Spot Settle Quotes in Yield Curve Fxb refers to an optional integer that equals the number of quotes in Set - counted from the top - that are regarded as referring to spot swaps without settlement delay, i.e. swaps that start accruing immediately.
If omitted, the default value is 0, i.e. all quotes in Set correspond to spot swaps with settlement as defined in Swap Settle