EURCrv
TYPE
Yield Curve
Valuation
Market
Type
Issuer
Riskless Issuer
Currency
EUR
TS Daycount
ACT/365F
-Use Implied Crv
true
false
-Use Discount Factors
true
false
-Use Overnight Rate Jumps
true
false
-Use Deposits
true
false
-Use Futures
true
false
-Use Forwards
true
false
-Use Ibor Swaps
true
false
-Use Bonds
true
false
-Use OIS
true
false
-Use BMA
true
false
-Use FX Forwards
true
false
-Use FX Basis Swaps
true
false
-Use Tenor Basis Swaps
true
false
Market Data
Flat Rate
0.04
Compounding
Compounded
Compounded Then Simple
Continuous
Simple
Simple Then Compounded
Undefined
Store Deltas
true
false
_Max Quote Move
0
_Curve Pegs
_Curve Values
0.04
_First Derivs
_Second Derivs
In parent: Valuation
Quotable
EUR crv
Value
_Cash Flows
In parent: Market
ID
Trade Date
_Contained Valuations
_Referenced Valuations