Regular Period


Key Regular Period in
Yield Curve Tnb refers to an optional boolean that - when set to FALSE - allows for the custom specification of the coupon accrual period associated with the short tenor index.
Default is FALSE in order to abide with the usual market convention whereby the short tenor coupon accrual period matches that of the long tenor.
When set to TRUE, the coupon accrual period associated with the short tenor index equals the tenor of that index and no additional specification regarding the associated coupon payments is necessary.