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From their site: The Yahoo! Search Marketing API provides programmatic access to the same functionality exposed visually in the web-based interface. You can create and manage campaigns, pull reports, set bids and more. All of these capabilities are exposed via a collection of SOAP-based Web Services that are easy to use and thoroughly documented.
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There are no source code libraries or how-to links for Yahoo Search Marketing. If you know one why not add it?
Somebody will soon figure out a clever way of mashing these APIs with others and make a crapload of money.