Pmt Lag


Key Pmt Lag in
Yield Curve Ois refers to an optional time interval by which each payment of the overnight leg lags the end of the corresponding accrual period.
Expects an object of type
Single Period restricted to contain only business days
Its embedded date bump and calendar conventions are used in the determination of the payments dates even when the number of days is 0.
If omitted, zero days are assumed with calendar as in
ON Index
Note, the entry here also applies to the other leg if the
Leg2 Pmt Lag is not supplied.