EMA Webinar Nov 2: Is it possible to publish/receive a yield curve?

umer.nalla
umer.nalla
in EMA

How do you publish a Yield Curve? Do you use a certain set of fids for that or it's achieved some other way?

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Best Answer

  • zoya faberov
    zoya faberov
    Answer ✓

    As the model type is defined (MMT_YIELD_CURVE is EmaRdm class in java and in EmaRdm in C++), it should be possible for a customer to create a
    YC model and both publish and consume it. It’s not something we supply
    out of the box.

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