ImpYC


ImpYC is an
abstract direct subtype of Yield Curve Input with functions ImpYC Functions and direct subtypes ImpYC subtypes that represents a collection of various objects that may be used as input to the construction of a yield curve that is considered to be implied by those objects.
Technically, the mentioned curve is created by feeding one single object of this type as value next to the key
Market Data in the formula that creates the Yield Curve object.

The following concrete instrument groups are supported:
ImpYC XCCY Disc
ImpYC Forc
ImpYC Forward
ImpYC Shifted
ImpYC Fwd Spreaded