Details
Key _Details in Yield Curve Fxf refers to detailed information about the forward fx rates.
It is an object of type Set consisting of 2 columns.
Expects an object of type Set representing a table consisting of 2 columns that may be arranged in any order.
Each column is uniquely identified by the text label at its top cell that is specially formatted and known as the column's title
The following titles apply in the table here:
#Maturity
#FwdRate
More detailed information about the cash flows of the involved instruments becomes available when this object is used as input in the creation of a Yield Curve
Then the element _Cash Flows of the Yield Curve object contains the detailed cash flows of the instruments here, with the following precaution:
The object presented in the column titled #CashFlows corresponds to the QuantLib object that represents the corresponding fx forward.
It appears with a null calendar and a number of fixing days that may differ from those used in the input Spot
This is intentional. The QuantLib conventions have been chosen so that the settlement date of the forward's maturity is the correct one.
Note that the first two conventions above can make the numbers reported here or in the curve's cash flows be very different from the quotes entered in Set
Note this key is prefixed by _, which indicates it is regarded as a read-only part of the object's data and therefore its associated value cannot be edited.
For that reason it does not appear as part of the input data.
It carries informational only value for the user and appears as part of its contents.
Also it completely depends on the remaining object contents and therefore is never part of the exported object's data.