Interest Rate Curve Families

• The family itself → Funding and Projection Curves (Funding Curve + per-tenor Projection Curves; why curve identity is discrete, not a continuous axis).
• Benchmark types → Interest Rate Benchmark Types: IBOR vs. RFR (the two kinds of index a Projection Curve can reference, and why the distinction forced multi-curve construction).
• How you get there → Multi-Curve Construction (single-curve pre-2008 → dual-/multi-curve post-2008; the Funding-Curve-first build order).
• Storage → Curve Sets (Storage Grouping) (grouping small related time series into one series group).
• A multicurve UI → Multicurve Management (a description of a multicurve UI: the requirement that a family be presentable as one whole, and a tenor × curve-identity lookup grid attested elsewhere as one solution to it — not functionality ORE Studio currently implements).
• Jurisdictional split → Onshore/Offshore Curve Namespacing (pseudo-currency curves, e.g. onshore vs. offshore USD).
• Single-curve mechanics (companion doc) → Interest Rate Curves (day-count conventions, pillar instruments, interpolation — what each curve in a family individually is).
• Tenor labels → Time Structures and Tenors.

These two terms are related but not interchangeable, and the cluster uses both deliberately:

• Multi-curve is the real, external industry term for a methodology — the post-2008 practice of building more than one curve (splitting discounting from projection) rather than one curve doing both jobs. It is an adjective describing an approach: "multi-curve construction", "multi-curve framework", "multi-curve bootstrapping". This is the term used in the academic and practitioner literature (see Further reading below), and this cluster keeps it wherever it names that methodology, so a reader can connect these notes to the papers that define it.
• Curve family is this cluster's own noun for the object the methodology produces — the specific Funding Curve + Projection Curves bundle for one currency, described in Funding and Projection Curves.

So: you follow the multi-curve methodology (documented in Multi-Curve Construction) to construct a curve family, which Multicurve Management then covers presenting to a user. One is a practice, the second is what that practice builds, the third is how it is reviewed. Within that third page, "Multi Curve Grid" names one specific attested solution, quoting the literal heading on the source screen it was observed on ("Multi Curve") — a proper noun for that one pattern, not a fourth meaning to reconcile with the other two.

The papers that define and extend the multi-curve methodology, roughly in the order a reader should approach them:

• Henrard, M. (2007), The Irony in the Derivatives Discounting — the first step: splitting risk-free discounting from IBOR fixing in a simplified setup, the seed of the whole framework.
• Mercurio, F. (2009), Interest Rates and the Credit Crunch: New Formulas and Market Models — a Libor Market Model approach to discounting and forward curves together.
• Bianchetti, M. (2010), Two Curves, One Price (also circulated as Interest-Rate Modeling with Multiple Yield Curves, arXiv:1006.4767) — arbitrage-free pricing with two curves, made rigorous.
• Ametrano, F. M. and Bianchetti, M. (2013), Everything You Always Wanted to Know About Multiple Interest Rate Curve Bootstrapping but Were Afraid to Ask — the definitive, practitioner-oriented reference for multi-curve bootstrapping specifically (the companion concern to construction covered here); already the source for this repo's ab-notebook: reproducible interest rate curve bootstrapping.
• Piterbarg, V. (2010), Funding Beyond Discounting: Collateral Agreements and Derivatives Pricing — extends the framework to collateral/CSA discounting, the mechanism behind why the Funding Curve is OIS-based.
• OpenGamma Quantitative Research, Multi-curves: Variations on a Theme — a practitioner survey connecting the academic papers above to production curve-building choices.