## Roll Curve

Function

**within Yield Curve with keys Yield Curve Roll Curve keys builds and returns a new shifted yield curve implied by a given source yield curve that can be used to calculate the rolled price of any Tradable as of some future horizon date**

*Roll Curve***by applying the Price function on the given tradable using as input curves produced by the function here.**

*Tʰ*The optional input key As Forc Curve determines whether the produced curve can be used for discounting or forecasting purposes.

This function is actually a shortcut to the function Shift Curve

Specifically, it calls the

**with the following inputs:**

*Shift Curve***= By Date**

*Date Spec*Last Zero DF Date = Tʰ - one calendar day in the case where

**=**

*As Forc Curve***. Otherwise it is omitted so that rates setting before**

*FALSE***can still be forecasted.**

*Tʰ*DF Multiplier = 1 / DF(Tʰ)

where

**is the discount factor implied by the source yield curve for the maturity**

*DF(t)*

*Tʰ*The horizon date

**is provided either directly or through a time shift expressed as a Period**

*Tʰ*As the

**also does, the returned curve is the same as that produced by the Create function with input in Market Data an appropriately constructed object of type ImpYC Shifted**

*Shift Curve*Look at the last link for more details, in particular at the section where the application to the calculation of the rolled price is described.