Full Report

Key Full Report of function Check Accuracy in Yield Curverefers to a boolean that controls the extent of detail that must be returned.
If TRUE, the full extent of generated data as described at Check Accuracy is returned.
If FALSE, only a summary table consisting of 3 columns is returned, as follows:
The first column contains the supplied dates.
The second column contains the biggest absolute discrepancy in basis points between a) the zero rates produced by applying boost and b) the zero rates produced by not applying boost, over all the scenarios SCᵢ, i = 1, 2, ..., u, as described at Check Accuracy
The third column is similar to the second, but concerns the forward rates.