4th data source to a yield curve - year-end "turn"

See http://www.jonathankinlay.com/Articles/Yield%20Curve%20Construction%20Models.pdf
for more details.

The year-end turn of the yield curve is defined as the sudden jump in yields during the change of the year. This usually happens at the end of the calendar year, reflecting increased market activity related to
year-end portfolio adjustments and hedging activity....When there is a year turn(s), two discount curves are
constructed: one for turn discount factors and one for the discount factors calculated from the input instruments after adjustments and the discount factor at any time is the multiplication of two.