Horizon Period
Key Horizon Period of function Roll Curve in Yield Curverefers to the time interval that must be added on the trade date of the source curve in order to produce the horizon date TÊ°, as described in Roll Curve
Key Horizon Period of function Roll Curve in Yield Curverefers to the time interval that must be added on the trade date of the source curve in order to produce the horizon date TÊ°, as described in Roll Curve