Copy missing market data from previous days

Created by Erik Åkerlund, Modified on Mon, 17 Jun 2024 at 01:32 PM by Catharina Hansson

If some rates comes with delay from the 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. 

These copied rates will be stored in the rate table with value date from the origin and will only be used for market valuation purposes. These copied rates can not be used for e.g. interest fixing on deals.

How to copy missing rates

1. Open Market Data / Interest Rates 

2. Select a date with missing rates

3. Click 'Copy missing rates'

4. All missing market data will automatically be copied from previous days. In the 'Value Date' field the date from which the rate is copied from is displayed. 

Please observe! If rates are also needed for fixing purposes, these must be imported separately and stored in the rate table with Value Date = the fixing date. TS will fetch the rates on the date based on Value date.

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