Go to Deriscope's documentation start pageYield_Curve_Functions

Function *Implied Values* within *Yield Curve* returns various data implied by the yield curve for selected maturity dates.

Function *DF* within *Yield Curve* returns the discount factors implied by the yield curve for the provided maturity dates.

Function *DF At Time* within *Yield Curve* returns the discount factors implied by the yield curve for the provided maturity times (expressed in number of years).

Function *Forward DF* within *Yield Curve* returns the forward discount factors implied by the yield curve for the provided start and end dates.

Function *Forward DF At Time* within *Yield Curve* returns the forward discount factors implied by the yield curve for the provided start and end times (expressed in number of years).

Function *Zero Rate* within *Yield Curve* returns the zero rates implied by the yield curve for the provided maturity dates.

Function *Zero Rate At Time* within *Yield Curve* returns the zero rates implied by the yield curve for the provided maturity times (expressed in number of years).

Function *Forward Rate* within *Yield Curve* returns the forward interest rates implied by the yield curve for the provided start and end dates.

Function *Forward Rate At Time* within *Yield Curve* returns the forward interest rates implied by the yield curve for the provided start and end times (expressed in number of years).