A Curve represents a series of points on a plot. Typically, interest rates, volatility or forward prices.
Name | Datatype | Description |
---|---|---|
date | datetime | The observation or value date for the data in this object. Formatted as YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601. |
values | set< fire.model.curve_values > | The list of values for this curve. |
name | string ? | The internal name of the curve. |
id | string | The unique identifier for the record within the firm. |
source | string ? | The source(s) where this data originated. If more than one source needs to be stored for data lineage, it should be separated by a dash. eg. Source1-Source2 |
version_id | string ? | The version identifier of the data such as the firm's internal batch identifier. |
type | fire.model.curve_type ? | The curve type. |
currency_code | fire.model.currency_code ? | The currency reference code in accordance with ISO 4217 standards. |