Leg2 Pmt Lag


Key Leg2 Pmt Lag in
Yield Curve Ois refers to an optional time interval by which each payment of the fixed leg or the leg associated with the index Leg2 OI lags the end of the corresponding accrual period.
Expects an object of type
Single Period restricted to contain only business days
The current implementation places the restriction that its embedded date bump and calendar conventions should match those specified in
Pmt Lag
If omitted, it is set equal to the entry in
Pmt Lag