Disc Crv


Key Disc Crv in
ImpYC Forc refers to the riskless discounting yield curve associated with the source currency.
It is typically an OIS curve, produced by market data represented through an object of type
Yield Curve Ois
If omitted, it is assumed equal to the
Mkt Crv, in which case the resulting forecasting curve trivially equals the known market curve.
Expects an object of type
Yield Curve.