Yield Curve Input
Yield Curve Input is an abstract type and also direct subtype of Financial
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TYPE INCLUSION RELATIONSHIPS
AVAILABLE FUNCTIONS
This type represents market prices of a set of instruments of the same type that may be used as input to construct a curve (i.e. an object of type Yield Curve), referred to as TARGET CURVE below.
Technically, the TARGET CURVE is created by feeding an object of the Yield Curve Input type as value next to the key Market Data in the formula that creates the TARGET CURVE
The following concrete instrument groups are supported:
ImpYC
Yield Curve Dis
Yield Curve Jmp
Yield Curve Dep
Yield Curve Fut
Yield Curve Fwd
Yield Curve Swp
Yield Curve Bnd
Yield Curve Ois
Yield Curve Bma
Yield Curve Fxf
Yield Curve Fxb
Yield Curve Tnb
