Curve Pegs


Key _Curve Pegs in
Yield Curve refers to the dates on which the values of the mathematical quantity specified in Modelled Qty are produced through the process of curve construction.
The corresponding values are reported at
_Curve Values
In effect, these dates together with the corresponding values and the interpolation assumption constitute the produced curve since they suffice to calculate the value corresponding to any other date.
Exceptionally, no dates are reported in the case of a) a flat curve and b) a fitted bond curve.

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.