Leg2 OI Forc Crv


Key Leg2 OI Forc Crv in
Yield Curve Ois refers to the exogeneous forecasting yield curve that is required for the calculation of the forward rates associated with the overnight index Leg2 OI of the leg not linked to the bootsrapped overnight index defined in ON Index
Applies only when
OIS Type = OI Vs OI
Expects an object of type
Yield Curve.