## ImpYC Fwd Spreaded

**is a direct subtype of ImpYC**

*ImpYC Fwd Spreaded*aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa

with functions ImpYC Fwd Spreaded Functions, keys ImpYC Fwd Spreaded keys and example object ImpYCFwdSprd

#### TYPE INCLUSION RELATIONSHIPS

#### AVAILABLE FUNCTIONS

#### AVAILABLE CREATE FUNCTION KEYS

#### TYPICAL OBJECTS OF TYPE ImpYC Fwd Spreaded

This type represents the input data required to build a yield curve of which the instantaneous forward rates will exceed the corresponding rates of a given reference curve by a fixed amount.

Technically, the mentioned curve is created by feeding an object of this type as value next to the key Market Data in the formula that creates the Yield Curve object.

Formally, if the supplied reference curve has the instantaneous forward rate

**for any maturity**

*F(T)***, the corresponding rate for the implied curve will equal**

*T***, where the spread**

*F(T) + s***is a constant independent of the time**

*s*

*T*It turns out from this definition that the same additive rule will then apply to the continuously compounded zero rates as well.

More specifically, if the supplied reference curve has the continuously compounded zero rate

**for any maturity**

*r(T)***, the corresponding rate for the implied curve will equal**

*T*

*r(T) + s*