Src Forc Crv
Key Src Forc Crv in ImpYC XCCY Disc refers to the forecasting yield curve - expressed as an object of type Yield Curve - associated with the source currency SRC.
It is used to "forecast" the SRC interest rate index that is involved in the floating vs floating currency swaps between SRC and the target currency TGT.
It is typically - but not necessarily - a curve created out of SRC market deposit, futures and swap rates bootstrapped with the exogeneous addition of a previously produced SRC discounting curve.
In case the currency swaps pertain to a SRC index L, the tenor of which deviates from that of the SRC market swaps, the curve here must be created using market input of type Yield Curve Tnb so that it can properly forecast the index L
