Flt Pmt Lag


Key Flt Pmt Lag in
Yield Curve Swp refers to an optional time interval by which each payment of the floating leg lags the end of the corresponding accrual period.
Expects an object of type
Step restricted to contain only business days
The assumed calendar is that in
Calendar
If omitted, zero days are assumed.
Note, the entry here also applies to the fixed leg if the
Fxd Pmt Lag is not supplied.