- Interest_Rate: String. Name of the Interest Rate price factor for discounting
- Currency: String. The associated currency for this curve
- Curve: Curve object specifying the continuously compounded interest rate
- Day_Count: String. Either ACT_365 or ACT_360. The daycount convention for this curve
- Sub_Type: Optional String can be null or set to BasisSpread if this curve is a spread
over its parent
- Surface: Curve object consisting of (moneyness, expiry, tenor, volatility) quads. Flatextrapolated and linearly interpolated. All Floats.
- Surface: Curve object consisting of (moneyness, expiry, tenor, volatility) quads. Flat
extrapolated and linearly interpolated. All Floats.
- Property_Aliases: list of key value pairs specifying additional options e.g. Specification
of a shifted black scholes value via BlackScholesDisplacedShiftValue