Yield Curve Dis


Yield Curve Dis is a direct subtype of Yield Curve Input
aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa
with functions Yield Curve Dis Functions, keys Yield Curve Dis keys and example object YldCrvDis

TYPE INCLUSION RELATIONSHIPS

Yield Curve Input

Yield Curve Dis

</defs>

AVAILABLE FUNCTIONS

Create

</defs>

AVAILABLE CREATE FUNCTION KEYS

Array Input

Days

Disc Factors

Input Method

Maturities

Set

</defs>

TYPICAL OBJECTS OF TYPE Yield Curve Dis

YldCrvDis

</defs>

This type represents raw discount factors that may be used as input to the construction of objects of type Yield Curve
This method of Deriscope curve construction is particularly useful in those circumstances where an external curve must be accessed that has been already bootstrapped by some non-Deriscope facility (bank IT systems or an external provider such as Bloomberg).
Concretely, the external system (eg Bloomberg) typically publishes the bootstrapped discount factors for all or selected future maturity dates.
Then these discount factors can be fed to an object represented by the type here and finally lead to the creation of a proper Yield Curve object, which represents 100% the original external curve.

The input discount factors may be supplied according to one of the methods described in Input Method