Rate Curve


The rate curve is a collection of rates (e.g. zero coupon yields) and corresponding maturity dates. The curve consists of two columns, as specified below:
Input	Requirement	Description
.
Date	compulsory	Maturity date for the corresponding rate.
Rate	compulsory	Rates expressed on an actual/365 basis.
Effectively there is no limit to the number of rows in a Rate Curve however an extreme number of rows (e.g. over 30,000) may generate an error.