The Yield Curve domain shows the relation between the interest rate and the term (time to maturity) associated with the debt of a borrower. The shape of a yield curve can help give an idea of future economic activity and interest rates. Information is sent as a FieldList, where some FieldEntry‘s can contain more complex types such as Vector, Array, or ElementList.
This chapter documents the Yield Curve domain as provided by the LSEG Real-Time Advanced Transformation Server.
NOTE: The MMT_YIELD_CURVE Domain Model does not support GenericMsg(s).