Yield Curve Swp
Yield Curve Swp is a of with functions , keys and example object that represents market rates of interest rate swaps 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 in the formula that creates the object.
Semi-Dual bootstrapping is also supported through the additional input of an exogenous discounting yield curve.