Short Accr Prd
Key Short Accr Prd in Yield Curve Tnb refers to the coupon accrual period associated with the short tenor index.
It may be omitted, in which case it is set equal to the tenor of the long tenor index.
Expects an object of type Step.
Key Short Accr Prd in Yield Curve Tnb refers to the coupon accrual period associated with the short tenor index.
It may be omitted, in which case it is set equal to the tenor of the long tenor index.
Expects an object of type Step.