Leg2 Ibor


Key Leg2 Ibor in
Yield Curve Ois refers to the ibor index of the leg not linked to the bootsrapped overnight index ON Index
Applies only when
OIS Type = OI Vs Ibor
Expects an object of type
Ibor Rate
The daycount convention of this index sets the daycount convention of the corresponding leg if the
Leg2 DC is undefined.