Spread On Src

Key Spread On Src in Yield Curve Fxb refers to an optional boolean that determines to which leg the input spreads that are part of the supplied table Set at the column under the title #Spread apply.
If TRUE, the given spreads apply on the source leg, i.e. at the end of each period: source index + spread is exchanged against target index + spread2, where spread2 are the spreads found at the column under the title #Spread2.
If FALSE, the given spreads apply on the target leg, i.e. at the end of each period: source index + spread2 is exchanged against target index + spread.
Default is TRUE