OiTermRt
TYPE
OI Term Rate
Term Rate
Interest Rate
Quotable
Type
Index
Sofr
-Define Tenor
true
false
Looking
Backward
Forward
Build Rule
Compound
Average
Obs Lag
0
Lookback
0
Rate Cutoff
1
Pre Fallback
In parent: Term Rate
Currency
USD
Tenor
Settlement
0B{US_GOVBOND}
Compounding
Compounded
Compounded Then Simple
Continuous
Simple
Simple Then Compounded
Undefined
Frequency
26 Weeks
26 Weeks(360)
26 Weeks(365)
Annual
Bimonthly
Biweekly
Continuously
Daily
Four Months
Four Weeks
Monthly
None
Once
Other
Quarterly
Semiannual
Weekly
DayCount
ACT/360
EOM
true
false
Fixing Days
