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Creating Interest-Rate Curve Objects

Depending on your data and purpose for analysis, you can create an interest-rate curve object by using an IRDataCurve or IRFunctionCurve object.

To create an IRDataCurve object, you can:

Using an IRDataCurve object, you can use the following methods to determine:

Alternatively, to create an IRFunctionCurve object, you can:

Using an IRFunctionCurve object, you can use the following method to determine:

In addition, you can convert an IRDataCurve or IRFunctionCurve to a RateSpec structure. For more information, see Converting an IRDataCurve or IRFunctionCurve Object.

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