Market data set up
Define all rates and prices imported from market data supplier needed to perform fixing and market valutations. Index, FRA, Swap interests and currency basis spreads. Normally this is already pre-defined for some currencies (the most common) when the system is delivered.
Curve definition
Choose the market data that should build up the different curves that should be used when doing market valuation of the instrument.
Example
"Ibor" rates up to 6 months
FRA rates from 6 months – 2 years
Swap interest rates from 2 years – 15 years
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