Yield Curve Fwd

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

Web blog example here

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 forward rates may be supplied according to one of the methods described in Input Method