StartDelay
The column titled #StartDelay in the table associated with the key Setis optional and contains elements of type Step.
Each element represents the time interval Δ that defines the effective (start) date T of the corresponding swap as:
T = Tₛ + Δ
where
Tₛ is the settlement date Tₛ = T₀ + s where T₀ is the trade date and s is the settlement period defined by the entry Settle Days and the calendar of the overnight index.
If omitted, the respective swap starts on Tₛ, except if a different date is specified in the optional column titled #StartDate
