By Cal Day

Subtype of Input Method

The discount factors are specified by supplying the respective maturities and values through a Set object consisting of 2 columns.
The first column must bear the title #Maturity and contain the maturities as integers that represent their distance from the curve's valuation date in number of calendar days.
The second column must bear the title #DF and contain the respective discount factors.
The top row must contain the number 0 and the corresponding discount factor of 1.