Yld Crv Pick Model


"Yld Crv Pick Model" is a special type of Model
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with functions Yld Crv Pick Model Functions, keys Yld Crv Pick Model keys and example object YCPickMdl

TYPE INCLUSION RELATIONSHIPS

Model Yield Curve

Yld Crv Pick Model

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AVAILABLE FUNCTIONS

Create

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AVAILABLE CREATE FUNCTION KEYS

Disc Crv Ccy

Disc Crv Issuer

Forc Crv Index

Forc Crv Issuer

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TYPICAL OBJECTS OF TYPE Yld Crv Pick Model

YCPickMdl

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This type represents modelling assumptions relating to the type Yld Crv Pick Model that may be needed during some valuation algorithm.
In general, the riskless Yield Curve found in the supplied market data is used for both calculating the required forward rates and discounting the resulting cash flows.
It is possible to choose any specific yield curve for calculating the forward rates associated with a designated rate type by specifying an optional Issuer that matches the issuer of that specific curve.
It is also possible to choose a specific yield curve for discounting purposes by specifying an optional Issuer that matches the issuer of that specific curve.

Note that only one object of the type here should be supplied as input in any pricing context!