Swap Settle


Key Swap Settle in
Yield Curve Fxb refers to the time period between the trade date and the effective date when the swaps start accruing, expressed as number of business days wrt a specific calendar.
Expects an object of type
Single Period, restricted to contain only business days a Following datebump convention.
If omitted, the settlement days are set equal to the maximum of the settlement days associated with the two interest rate indices and the fx rate, provided in
Src Index, Tgt Index and Spot
In that case, the calendar is set equal to the union of the respective calendars.