Create a curve of dates and rates.

Description

Create a curve of dates and rates.

Example Sheet

GeneralSwap.xlsx

Arguments

  • objectName The name that this object will be assigned on the map. Should be unique.
  • dates (Date[])The dates at which the rates apply.
  • rates (Double[])The rates.
  • currency *(Currency)Optional: The currency that this curve can be used for discounting. Leave blank to use for any currency.(Default value = ZAR)