Go to Deriscope's documentation start page

ImpYC

ImpYC is a child type of Yield Curve Input 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.
The following concrete instrument groups are supported:
ImpYC Disc
ImpYC Forc
ImpYC Shifted
ImpYC Fwd Spreaded