Forc Crv Issuer

Key Forc Crv Issuer in Yld Crv Pick Model refers to an optional 1D-array of objects of type Issuer that identify the yield curves to be used for calculating the forward rates associated with certain rate types.
The corresponding rate types are defined in Forc Crv Index
If left unspecified and the entry Forc Crv Index is missing, then:
a) If a risky curve (i.e. the one with issuer = Risky Issuer) is supplied, all rates are forecast using that risky curve.
b) Otherwise the yield curve used for discounting is chosen.

If exactly one element is provided and the entry Forc Crv Index is missing, all rates - regardless of their type - are forecast using the yield curve, of which the issuer matches the one here.

If two or more elements are provided, Forc Crv Index must be also specified in order to establish the correspondence between issuers and rate types.

For example, consider the case of pricing a tenor basis swap where 3-month Libor is exchanged against 6-month Libor, represented by an object of type IRS
If the entry here is missing or contains no elements, the forward 3-month and 6-month Libor rates will be forecast using the discounting curve.
If it contains one element equalling the issuer Risky Issuer, both rates will be forecast using the curve, of which the issuer happens to equal the Risky Issuer, provided such a curve is found.
If not found, both rates will be forecast using the discounting curve.
If it contains two elements, the issuers IssuerA and IssuerB, each rate will be paired with one of these issuers as prescribed by the entry Forc Crv Index
See the referred entry's description for more details on this latter case.