When pricing a BMA Swap one of the legs is a floating rate set by reference to the BMA Municipal Swap Index (also called the US SIFMA Municipal Swap Index).
You can customize the swap rate tenors for which the yield curve is created.
You do this in the Settings window (see Customizing SDX Interest Rates) > BMA Curve tab.
To customize the BMA curve:
1. | Access the Settings window (see Accessing the Settings Window). |
2. | From the View Profile Settings dropdown list select the profile you want to see the settings for. |
3. | In the Settings window click the BMA Curve tab. |
4. | Make any changes to the swap rate tenors. |
5. | If you are in: |
The SD profile you can save these changes to your MyProfile profile (by clicking the Save as MyProfile button and then clicking Yes) or to a public profile (by clicking the Save as Profile button, entering a profile name and user group, and then clicking Save and then OK).
A public profile you can save these changes to your MyProfile profile (by clicking the Save as MyProfile button) or to the current public profile (by clicking the Save as Profile button and then Save and then OK).
Your MyProfile profile you can only save these changes to your MyProfile by clicking the Save as MyProfile button and then clicking Yes.
The changes are saved.
6. | If you opened the Customize page from the BMA Curve the system asks if you want to immediately apply the changes you have made. If you want your changes applied to the current window click Yes. The changes are applied. |