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Yield Curve is a Valuation that represents what practitioners call a "yield curve", which in turn refers to the market available information about discount factors for all maturities.
The yield curve is almost always a prerequisite to derivatives pricing.
Its purpose is to provide the market-implied
discount factor for any requested maturity.
The following market input data are supported:
Deposit rates'
Futures prices'
Forward rates'
Swap rates'
Bond prices'
OIS rates'
BMA ibor fractions'

Some of the above rates/prices allow alternative specifications, as follows:
Deposit rates <-->
Yield Curve::Deposit Input
Futures prices <-->
Yield Curve::Futures Input
Forward rates <-->
Yield Curve::FRA Input

Dual bootstrapping is also supported when the input rates are any of swap rates, OIS rates or BMA ibor fractions, in which case the additional input of an exogenous discounting yield curve s required.

The extraction of discount factors is not uniquely determined by the market inputs.
The discount factor is built for all possible times according to
Yield Curve::Build Method so that a certain mathematical quantity defined in Yield Curve::Modelled Qty is interpolated according to Interpolation::Interpolation Method

The following
functions are also available within Yield Curve:
Yield Curve Functions