Constant curve

Created by Erik Åkerlund, Modified on Mon, 20 Feb 2023 at 02:30 PM by Erik Åkerlund

A constant curve can be created which can be use in a combined curves

First you set up a curve in Market data set up

Create a new curve in curve definitions please see article Combined curves

Then in the view interest rates you add a new interest rate by pressing the + sign Give it a name (normaly 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 alway be TODAY. 

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

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