The Curve refers to one of the following:Documentation Index
Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
Use this file to discover all available pages before exploring further.
- “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. |