Curve rules

Created by Maria Appelquist, Modified on Mon, 12 Jan at 5:09 PM by Teuvo Suoraniemi

Purpose to define curves on instruments

Go to Market Data / Curve rules

Add a rule by clicking on Add

Give the rule a name and description

Make the selection, e.g deal type, tag or other relevant selection

Detail level

Start date from which date the rule should be applied. that means that all deals that have a begin date on or after the start date will automatically apply the rule when registering a new deal.

If historical deals should be updated use the autopilot and make sure that you have a rule that starts from relevant date.

Select currency

Note if the rule should be applied on CCIRS the currency pair is chosen at the top section

For floating rate instruments a fixing period needs to be entered.

Select discount/forward and or discount curve (No basis spread) if none is selected the default curve from currencies are used.