EMA C++ RDM Usage Guide : 10 Yield Curve Domain : 10.3 Data
 
10.3 Data
10.3.1 Response Message Payload
The payload of a Yield Curve Refresh or Update is a FieldList. Some FieldEntry contents contain primitive type information to help describe the curve. Examples include the Curve Type (CRV_TYPE), the Algorithm used to calculate the curve (CRV_ALGTHM), and the Interpolation (INTER_MTHD) and Extrapolation (EXTRP_MTHD) methods. Because the fields in each Vector are the same, bandwidth can be further optimized by DataDefinitions.
Other FieldEntry’s contain more complex information. The more complex entries are broken down into:
Input Entries which define the different input data used to calculate the yield curve. Inputs are represented using non-sorted Vector types. Examples of curve inputs would be cash rates (CASH_RATES), future prices (FUTR_PRCS), and swap rates (SWAP_RATES).
Output Entries which define the output of the yield curve calculation. Outputs are represented using non-sorted Vector types. An example of curve outputs would be the Yield Curve (YLD_CURVE) itself.
Extra Meta Data (EX_MET_DAT) which provides general data about the yield curve. This is represented using a ElementList type. Extra meta data allows users to provide additional curve descriptions without needing to define new fields. Some examples of meta data would be curve creation time or the curve’s owner.
 
Figure 17. Yield Curve Payload Example