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Get Curve Points

rosssaunders edited this page Jun 8, 2019 · 2 revisions

Description

Returns the curve market data points defined for the given curve

Syntax

GETCURVEPOINTS(curreny, family, reference)

The GETCURVEPOINTS function has the following arguments

  • currency Required. The reference of the currency.
  • family Required. The family of the curve.
  • reference Required. The curve reference.

Results

| Tenor | Rate | IsEnabled | RateCode | Type |

Example

Formula Result
=GETCURVEPOINTS("USD", "SWAP", "USD LIBOR") An array of curve points