Src Pmt Lag


Key Src Pmt Lag in
Yield Curve Fxb refers to an optional time interval by which the payments on the source leg lag the end of their respective accrual period.
Expects an object of type
Step restricted to contain only a number of business days
The applicable date bump and calendar conventions are those specified in key
Src Cp Prd
If omitted, zero days are assumed.