Use Bonds

Key Use Bonds of function Create in Yield Curveconfigures the wizard to match the desired task.
Set to TRUE to include bond prices by adding an object of type Yield Curve Bnd to the array input of Market Data

Web blog examples here and here and here

Note this key is prefixed by -, which indicates it is not regarded as part of the object's data.
It appears only in the wizard to help the user with the data entry task.
It is never shown in the object's contents or in the pasted spreadsheet range.
It is also never part of the exported object's data.
IMPORTANT:
In the case where the object is part of another parent object, the value shown here can be ignored as it may not be at synch with the object's contained data.