YldCrvOis
TYPE
Yield Curve Ois
Yield Curve Input
Financial
Data
Type
-Currency
USD
ON Index
Sofr
OIS Type
OI Vs Fxd
OI Vs Ibor
OI Vs OI
Build Rule
Average
Compound
Undefined
Build Approx CA
Telescopic
None
Obs Lag
0
Lookback
0
Rate Cutoff
1
Settle Days
2
Pmt Lag
2D{US_GOVBOND}
Pmt Freq
26 Weeks
26 Weeks(360)
26 Weeks(365)
Annual
Bimonthly
Biweekly
Daily
Four Months
Four Weeks
Monthly
None
Once
Other
Quarterly
Semiannual
Weekly
EOM
true
false
Disc Crv
Leg2 DC
ACT/360
Pillar Choice
Custom Date
Last Date
Maturity Date
-Add OIS Leg2 Rates
true
false
-Add OIS Forward Starts
true
false
Set
Set#69
