Functionality Structure of a historical buffer for grid points of yield curves (riskfactors). Parametrization: yield curve type and currency, optional:scope of term for underlying instrument. Stating these dates can reducethe number of risk factors that have to be buffered for historicalmarket price changes. DATUM_VON = Start of term for instrument. If this value is not given,then the system assumes a fictitious start of term of date 0. DATUM_BIS = End of term for instrument. If this value is not given, thesystem assumes that the instrument has a fictitious term without an end. |