| The period during which observations will be made. If a firstObservationDateOffset
is specified, the observation period will start the specified interval prior to each
Calculation Period - i.e. if the firstObservationDateOffset is 4 months and the lagDuration
is 3 months, observations will be taken in months 4,3 and 2 (but not 1) prior to each
Calculation Period. If no firstObservationDate is specified, the observation period
will end immediately preceding each Calculation Period.
|