Fwd Rate
Subtype of Modelled QtyThe instantaneous, continuously compounded forward interest rate (compounded according to Continuous) is selected as the Modelled Qty
Time lengths are calculated using the daycount convention specified in TS Daycount
The instantaneous, continuously compounded forward interest rate (compounded according to Continuous) is selected as the Modelled Qty
Time lengths are calculated using the daycount convention specified in TS Daycount