Navigation :
Curve
The Curve refers to one of the following:
- “risk-free yield curve” [MAR21.8](1)
- “flat curve of market-implied inflation rates” [MAR21.8](2)
- “cross-currency basis curve” [MAR21.8](3)
| Field |
Key |
Description |
| As-of Date |
Y |
Timestamp (at close of business) for the data (T-1) |
| Curve Name (Underlying) |
Y |
Name of the curve |
| Risk Class |
Y |
“GIRR” |
| Curve Type |
|
“Yield”, “Basis”, or “Inflation” (Delta and Vega) |
| Curve Currency |
|
The currency of the curve. This is also the Bucket. |