When pricing overnight index swaps SDX Interest Rates uses forecasted rates (i.e., the projection of the OIS floating rate). These are calculated using an OIS curve (either the system’s default OIS curve for the currency or one you saved yourself in the OIS Curve page).
You can edit which swap rate tenors to include in the OIS curve used for each currency that is supported for the OIS swap.
You do this in the Settings window (see Customizing SDX Interest Rates) > OIS Curve tab.
To customize the OIS curve for a specific currency:
| 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 OIS Curve tab. |
| 4. | Select the relevant currency. |
| 5. | Make any changes to the swap rate tenors. |
| 6. | 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.
| 7. | 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. |