Interest Rate Curves Overview
The following curves can be built to support pricing for interest rate derivatives:
| • | Basis curve |
| • | Inflation curve |
| • | Par yield curve |
| • | Repo curve |
| • | Seasonality curve |
| • | Zero yield curve |
| • | Derived FX zero curve |
| • | Zero curve worksheet |
| • | Zero curve report |
| • | Market data smoothness report |
Ⓘ [NOTE: Curves and surfaces can be updated in real-time using the Market Data Server]
See Market Data Server Documentation for information on configuring and running the market data server.
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