Rate


The column titled #Rate in the table associated with the key
Setis mandatory and contains elements of type Number.
Each element represents the rate of the corresponding FRA contract with conventions as described in
Yield Curve Fwd
Note that the curve-implied deposit rates for expiries not appearing in the
#Expiry column are determined by the Modelled Qty and Interp Method inputs.
In particular, a flat rate structure in this table does not necessarily imply the same flat rate for other expiries.