Yield Curve Bnd
Yield Curve Bnd is a of with functions , keys and example object that represents market prices of bonds that may be used as input to a yield curve construction.
Web blog examples here and here and here
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.
Both parametric (such as Nelson-Siegel) and non-parametric fits are possible, the former according to
Alternative VaR specifications: