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Yield_Curve_Functions

Function Implied Values within Yield Curve returns various data implied by the yield curve for selected maturity dates.

Function Get Peg Dates within Yield Curve returns the maturity dates of the specified group of instruments that are used in the construction of the referenced yield curve.

Function DF within Yield Curve returns the discount factors implied by the yield curve for the provided maturity dates.

Function DF At Time within Yield Curve returns the discount factors implied by the yield curve for the provided maturity times (expressed in number of years).

Function Forward DF within Yield Curve returns the forward discount factors implied by the yield curve for the provided start and end dates.

Function Forward DF At Time within Yield Curve returns the forward discount factors implied by the yield curve for the provided start and end times (expressed in number of years).

Function Zero Rate within Yield Curve returns the zero rates implied by the yield curve for the provided maturity dates.

Function Zero Rate At Time within Yield Curve returns the zero rates implied by the yield curve for the provided maturity times (expressed in number of years).

Function Forward Rate within Yield Curve returns the forward interest rates implied by the yield curve for the provided start and end dates.

Function Forward Rate At Time within Yield Curve returns the forward interest rates implied by the yield curve for the provided start and end times (expressed in number of years).