Constant curve

Created by Erik Åkerlund, Modified on Fri, 23 Feb at 2:35 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

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