Src Index

Key Src Index in Yield Curve Fxb refers to the index associated with the known source curve.
Expects an object of type Ibor Rate.
If its type is Overnight Rate, the respective leg is treated as an OIS leg, i.e. it pays the compounded average of the specified overnight index over a separately defined period.
Otherwise, its tenor is used to define the period length of the respective (same currency) leg in each of the input cross currency basis swaps.