YldCrvOis

TYPE
-CurrencyUSD
ON IndexSofr
OIS Type
Build Rule
Build Approx CA
Obs Lag0
Lookback0
Rate Cutoff1
Settle Days2
Pmt Lag2D{US_GOVBOND}
Pmt Freq
EOM
Disc Crv
Leg2 DCACT/360
Pillar Choice
-Add OIS Leg2 Rates
-Add OIS Forward Starts
SetSet#69