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YieldCurveData.md

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YieldCurveData

Market data for a yield curve, represented by a list of instruments and corresponding market quotes

Properties

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]

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