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Docs/UserGuide/parameterisation Expand file tree Collapse file tree Original file line number Diff line number Diff line change @@ -341,7 +341,9 @@ \subsubsection*{Par Sensitivity Analysis}
341341ParConversion Fields:
342342
343343\begin {itemize }
344- \item \textbf {Instruments } a comma separated list of par instrument types, see below for the possible values.
344+ \item \textbf {Instruments } a comma separated list of par instrument types, see below for the possible values. The
345+ 3-letter instrument code can be extended by an arbitrary suffix to reference different conventions. For example, you
346+ can use FRA1, FRA2 in the instrument list to build FRA instruments with different conventions with ids FRA1, FrA2.
345347\item \textbf {DiscountCurve } \textit {optional }: discount curve used for pricing the par instrument.
346348\item \textbf {RateComputationPeriod } \textit {optional }: required for OIS CapFloors, sepcify the period of the optionlet.
347349\end {itemize }
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