Yield Curve Bma
Yield Curve Bma is a of with functions , keys and example object that represents market prices of BMA swaps that may be used as input to a yield curve construction.
Technically, the mentioned curve is created by feeding an object of this type as value next to the key in the formula that creates the object.
Semi-Dual bootstrapping is also supported through the additional input of an exogenous discounting yield curve.
Alternative VaR specifications: