Src Past Fixing

Key Src Past Fixing in Yield Curve Fxb refers to the most recent past fixings of the index specified in Src Index
If supplied, it must contain an array of at most two numbers.
This entry is only required when the index settlement conventions defined in Src Index imply fixing dates of the first periods of the swaps quoted in Set that lie in the past.
This situation may arise if the settlement period of the latter swaps is smaller than the settlement period of the referenced index.
It would also most likely arise if the entry Spot Settle Quotes is positive because then a few of the swaps start without a settlement delay.
In the latter case, there may be a need for entering two fixings here due to the fact that a few front end swaps start immediately while the remaining swaps start with the regular settlement delay.
If two fixings are required, the first one corresponds to the most recent fixing date.
Also note that this entry may be required when the trade date is a non business day wrt the calendar of the referenced index.