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Rate Curve

The rate curve is a collection of rates (e.g. zero coupon yields) and corresponding maturity dates. The curve consists of two columns, as specified below:

 

Input

Requirement

Description

.

Date

compulsory

Maturity date for the corresponding rate.

Rate

compulsory

Rates expressed on an actual/365 basis.

 

Effectively there is no limit to the number of rows in a Rate Curve however an extreme number of rows (e.g. over 30,000) may generate an error.

 

See Also

Entering Curve Objects

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