Disc Crv

Key Disc Crv in Yield Curve Bma refers to a mandatory exogeneous discounting yield curve used to perform "exogenous dual bootstrapping" whereby the input bma fractions are used for forecasting forward rates but discounting is done with the curve supplied here.
This results in a final curve that does not assume that the input market-quoted bma fractions are risk-free.
This curve can be used to forecast forward rates that take into account the risk premium associated with the market prices.
Expects an object of type Yield Curve.