Yield Curve Dep

Yield Curve Dep is a direct subtype of Yield Curve Input with functions Yield Curve Dep Functions, keys Yield Curve Dep keys and example object YldCrvDep that represents market rates of deposit contracts that may be used as input to a yield curve construction.

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Technically, the mentioned curve is created by feeding an object of this type as value next to the key Market Data in the formula that creates the Yield Curve object.

The input deposit rates are compounded according to the Simple compounding convention with the time length of the spanned period calculated according to a specified daycount.
They may be supplied according to one of the methods described in Input Method