yield curve type

Definition

The yield curve type groups a set of yield curves, such as

Use

You can define currency-dependent yield curves for each yield curve type.

You assign each currency reference interest rates (grid points), but can only assign those reference interest rates which have a yield category (with a term greater than one year) and a quotation type identical to that of the yield curve.

If the interest calculation method of the reference interest rate is different to that of the yield curve, the interest rates are converted to the interest method of the yield curve type when they are stored in the interest rate table.