Key Ibor Index in refers to the floating rate index.
Expects an object of type .
The conventions of this index determine the floating leg period and the spot lag of the swaps.
For example, if the index here is the USD 6M Libor (which carries a 2 bus days settlement), the swaps will be assumed to have a semiannual floating leg schedule, while their both legs would start accruing with a lag of 2 business days.
It is possible to have swaps that differ in their index by adding an optional column with the title #Index in the rates table associated with the key Set, in which case the entry here is ignored.