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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. |