Curve MD Previous

Description Curve market data for the previous as-of date, using the primary risk factor as a curve ID.
Hierarchies required in the view

This measure retrieves one plot of a curve market data for the previous day, i.e. a market data that is characterized with 1 extra parameter. The Risk Factors hierarchy defines the market data name. The parameter is the Tenors hierarchy.

The curve market data uses the CurveMarketDataPostProcessor that is part of the Market Data API.

The measure uses the CurveMarketData store to get the curve market data values.

The previous day is defined according to the dates stored on the CurveMarketData store.