DF Multipliers


Key _DF Multipliers in
Yield Curve Jmp refers to the sequence of all discount factor multipliers e⁻ˢᵗ where s is the corresponding rate jump and t is the time length of the corresponding overnight period in annual units according to the given daycount convention.
More details at
Transient

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.