Src Cp Prd


Key Src Cp Prd in
Yield Curve Fxb refers to the time period that governs the accrual intervals of the source leg.
Expects an object of type
Single Period that also defines the respective calendar and datebump convention.
If omitted, it's tenor is set equal to that of the source interest rate defined in
Src Index, while the conventions are read off the Swap Settle
If it set as an object of type
Step, the conventions are read off the Swap Settle
If supplied, it's datebump convention must match that in
Tgt Cp Prd