Disc Crv Issuer


Key Disc Crv Issuer in
Model[CDS] refers to the Issuer that identifies the yield curve to be used for providing the discounting factors needed in the pricing of all types of cash flows.
If left unspecified, the discounting factors are read off the yield curve used in the construction of the market-supplied credit curve, provided such a yield curve was actually used.
Note that the construction of a flat credit curve requires no yield curve input.
Expects an object of type
Issuer.
See also notes in
Model[CDS]