Spot Settle Quotes

Key Spot Settle Quotes in Yield Curve Fxf refers to an optional integer that equals the number of quotes in Set - counted from the top - that are regarded as referring to spot forwards without settlement delay.
More precisely, the maturity dates of the affected quotes are implied by adding the corresponding time intervals to the trade date rather than the settlement date of the spot fx rate defined in Spot
If omitted, the default value is 0, i.e. all quotes in Set correspond to spot forwards of which the indicated life span extends from the settlement date of the spot fx rate.

Note:
This key was invented in order to facilitate the specification of the ON and TN fx rates before the corresponding keys ON QuoteandTN Quotewere introduced and is therefore of little practical use today.
It can be set by the user only if none of the above two keys is specified.