Hi Marc, I did look into the spreadschedule but it does not allow me to pass refindexes for defining the floating side payoff for e.g. if i want to define the floating side payoff equivalent to (2y USD Libor – 5y USD Libor). Arpit
Hi Marc, I did look into the spreadschedule but it does not allow me to pass refindexes for defining the floating side payoff for e.g. if i want to define the floating side payoff equivalent to (2y USD Libor – 5y USD Libor). Arpit
