YieldCurve+


The column titled #YieldCurve+ in the table associated with the key
Detailsis read-only and contains elements of type Object and specifically subtypes of Yield Curve.
Each element represents the iᵗʰ yield curve YCᵢ⁺ of the yield curve collection YCᵢ⁺, i = 1,...,N produced by an upward shift of the iᵗʰ continuously compounded zero rate rᵢ having the respective maturity.
The bottom element contains the yield curve YC⁺ produced by a parallel upward shift of all continuously compounded zero rates.
More details at
KRD Rep