Yield Curve Input


Yield Curve Input is an
abstract type and also direct subtype of Financial
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with functions Yield Curve Input Functions and direct subtypes Yield Curve Input subtypes

TYPE INCLUSION RELATIONSHIPS

Financial

Yield Curve Input

ImpYC

Yield Curve Bma

Yield Curve Bnd

Yield Curve Dep

Yield Curve Dis

Yield Curve Fut

Yield Curve Fwd

Yield Curve Fxb

Yield Curve Fxf

Yield Curve Jmp

Yield Curve Ois

Yield Curve Swp

Yield Curve Tnb

</defs>

AVAILABLE FUNCTIONS

Create

</defs>

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