Copy market data from previous days

Created by Erik Åkerlund, Modified on Mon, 02 Oct 2023 at 10:47 AM by Karin Östergren

If some rates comes with delay from market data providers or if it is a bank holiday in one of the currencies it is possible to copy market data from previous days to have complete market value curves at month end. 

Open market data / interest rates 

Select a date with missing rates

Click on icon A

All missing market data will automatically be copied from previous days. In value date you will see that the rates are from previous days. 

Please observe if you need the copied rates for fixing you must also import separate fixing rates. TS will fetch the rates on the date based on Value date.

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