Set
Key Set in Yield Curve Swp refers to a set containing market quotes of vanilla fixed-to-floating interest rate swaps.
Expects an object of type Set representing a table consisting of 3 to 6 columns that may be arranged in any order.
Each column is uniquely identified by the text label at its top cell that is specially formatted and known as the column's title
The following titles apply in the table here:
#Tenor
#Rate
#Spread
#FxdPeriod
#Index
#Pillar