TagField NameAbbr nameData TypeUnion DatatypeDescriptionPedigree
41211PaymentStreamFirstObservationDateOffsetPeriodFirstObsvtnOfstPeriodint

Time unit multiplier for the relative first observation date offset.

If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period.

Added EP169 Updated EP208

Used in components:
[PaymentStreamFloatingRate]