YldCrvOis

TYPE
-Tgt CurrencyUSD
ON IndexSofr
OIS Type
Build Rule
Build Approx CA
Obs Lag0
Lookback0
Rate Cutoff1
Settle Days2
Pmt Lag2B{US_GOVBOND}
Pmt Freq
EOM
Disc Crv
Leg2 Pmt Lag2B{US_GOVBOND}
Leg2 DCACT/360
Pillar Choice
-Add Spread Column
-Add Forward Start Column
-End as Date
Setset_#47