Constant curve

Created by Erik Åkerlund, Modified on Fri, 23 Feb 2024 at 02:35 PM by Teuvo Suoraniemi

A constant curve can be created which can be use in combined curves or used for fictive curves.

First you set up a curve in Market data set up


Create a new market data curve in curve definitions 


Then in the view interest rates you add a new interest rate by pressing the + sign Give it a name (normally it is the date but when creating a constant is recommended to chose another name) set an old date e.g. 2000-12-31 in Time (value date is not possible to change and should always be TODAY. 

It is important to check in the checkbox below Is Constant the rates will then be available on all dates.





For combined curves please see article Combined curves

Was this article helpful?

That’s Great!

Thank you for your feedback

Sorry! We couldn't be helpful

Thank you for your feedback

Let us know how can we improve this article!

Select atleast one of the reasons
CAPTCHA verification is required.

Feedback sent

We appreciate your effort and will try to fix the article