Tgt Crv


Key Tgt Crv in
Vol Curve refers to the discounting yield curve associated with the Base Ccy of the fx rate specified in key Vol Ref
Needed only if
Vol Input = ATM-RR-BF
Conventionally, it can be regarded as the "foreign" yield curve.
It is needed - among else - in the transformation of the delta-quoted strikes to their corresponding fx-quoted strikes, as described in the list of available delta definitions at
Delta Def
Expects an object of type
Yield Curve.