Create a forecast curve for a Libor type index.
Description
Create a forecast curve for a Libor type index.
Example Sheet
Caplet.xlsx
Arguments
- objectName The name that this object will be assigned on the map. Should be unique.
- anchorDate (Date)The anchor date of the curve.
- dates (Date[])The dates at which the rates apply.
- rates (Double[])The rates.
- floatRateIndex *(FloatRateIndex)The index that this curve forecasts.(Default value = ZAR.JIBAR.3M)