InflationRate

  • Currency: String. The associated currency for this curve
  • Reference_Name: String. allowed values listed here
  • Curve: Curve object specifying the continuously compounded inflation growth rate
  • Day_Count: String. Either ACT_365 or ACT_360. The daycount convention for this curve
  • Price_Index: String. Name of associated PriceIndex factor

PriceIndex

  • Index: A Curve object representing a series of (date, value) pairs where the date is an excel integer
  • Next_Publication_Date: TimeStamp object
  • Last_Period_Start: TimeStamp object
  • Publication_Period: String. Either Monthly or Quarterly