Tgt Mkt Crv


Key Tgt Mkt Crv in
ImpYC XCCY Disc refers to the yield curve - expressed as an object of type Yield Curve - associated with the target currency TGT.
It is expected to be created using as input to its
Market Data key an object of type Yield Curve Swp that provides the TGT swap rates, as required by the methodology described in ImplSrcFltTgtFxd
In fact, only the latter object is used in the construction of the final curve.
The discount factors implied by the Yield Curve object defined here are completely ignored!
The only reason for supplying this object rather than its smaller Yield Curve Swp part has technical grounds that have to do with the calculation of various sensitivities.