Curve Construction
Bond Yield Curve Attributes Permissible Values
| Field Name | Description | Permissible Values |
|---|---|---|
| Name | A list of curve names whose conventions are defined in Xplain | UKGT | UST |EUGT | FRGT | DEGT | JPGT | AUGT |
| Interpolator | Interpolation methodology |
e.g. Linear See list of interpolators |
| Extrapolator Left/ Right | Extrapolation methodologies |
e.g. Flat See list of extrapolators |
Bond Yield Curve Node Attributes Permissible Values
| Field Name | Description | Permissible Values |
|---|---|---|
| CUSIP | The CUSIP of the reference bond | Free text |
| Maturity | The maturity of the reference bond | YYYY-MM-DD (ISO 8601) |
| Bond Coupon | The coupon of the reference bond (optional) | Numeric |
