Pmt Freq


Key Pmt Freq in
Yield Curve Ois refers to a choice from the list Frequency
This is the payment frequency that is assumed to apply on both legs.

Note, the setting here can be Other, in which case the frequency of each swap is decided by the respective entry in the
Set table in the column titled #PmtFreq
The latter allows for grouping together OIS contracts that differ on their frequency.