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Curve

The Curve is identified by:

Key Field Description
As-of Date Timestamp (at close of business) for the data (T-1)
Curve Name (Underlying) Name of the curve
Risk Class “GIRR”

The Curve has the following properties:

Property Field Description
Curve Type “Yield”, “Basis”, or “Inflation” (Delta and Vega)
Curve Currency The currency of the curve. This is also the Bucket.
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