Deriscope ## The Excel Derivatives Periscope

##### Coverage

Yield_Curve

*Yield Curve* is a child type of Valuation that represents what practitioners call a "yield curve", which in turn refers to the market available information about discount factors for all maturities.

The yield curve is almost always a prerequisite to derivatives pricing.

Its purpose is to provide the market-implied discount factor for any requested maturity.

The input market rates must be supplied as objects of type Yield Curve Input

The extraction of discount factors is not uniquely determined by the market inputs.

The discount factor is built for all possible times according to Yield Curve::Build Method so that a certain mathematical quantity defined in Yield Curve::Modelled Qty is interpolated according to Interpolation::Interp Method

Detailed usage information with several examples at Web reference available here

The following functions are also available within *Yield Curve*:

Yield Curve Functions