Discount Factor Group


Discount Factor Group is a direct subtype of Quotable Group
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with functions Discount Factor Group Functions, keys Discount Factor Group keys and example object USD crv

TYPE INCLUSION RELATIONSHIPS

Quotable Group

Discount Factor Group

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AVAILABLE FUNCTIONS

Create

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AVAILABLE CREATE FUNCTION KEYS

Currency

Issuer

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TYPICAL OBJECTS OF TYPE Discount Factor Group

DF Grp

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This type represents a Discount Factor, the Maturity of which is regarded as a variable that spans all possible values.
Its associated value at any time is a (mathematical) one-dimensional curve describing the Discount Factor as a function of Maturity.