Market data for a yield curve, represented by a list of instruments and corresponding market quotes
Name | Type | Description | Notes |
---|---|---|---|
baseDate | OffsetDateTime | Base date | |
instruments | List<LusidInstrument> | The set of instruments that define the curve. | |
quotes | List<MarketQuote> | The market quotes corresponding to the the instruments used to define the curve | |
lineage | String | Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'. | [optional] |
marketDataOptions | MarketDataOptions | [optional] |