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Martin Sjogrenjenkins
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Docs/UserGuide/tradecomponents/legdatanotionals.tex

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@@ -62,7 +62,7 @@ \subsubsection{Leg Data and Notionals}
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Allowable values: See Table \ref{tab:convention}.
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\item PaymentLag [optional]: The payment lag applies to Fixed legs, Equity legs, and Floating legs with Ibor and OIS indices (but not to BMA/SIFMA indices), as well as CPI legs and Zero Coupon Fixed legs. \\
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\item PaymentLag [optional]: The payment lag applies to Fixed legs, Equity legs, and Floating legs with Ibor and OIS indices (but not to BMA/SIFMA indices), as well as CMS legs, CMSSpread legs, CPI legs and Zero Coupon Fixed legs. \\
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PaymentLag is also not supported for CapFloor Floating legs that have Ibor coupons with sub periods (HasSubPeriods = \emph{true}), nor for CapFloor Floating legs with averaged ON coupons (IsAveraged = \emph{true}).
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Allowable values: Any valid period, i.e. a non-negative whole number, optionally followed by \emph{D} (days), \emph{W} (weeks), \emph{M} (months),

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