The Cap Term Structure page includes the following fields and buttons:.
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Field |
Description |
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Currency |
Defines for which currency the term structure is displayed. |
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Caps/Floors <tenor> |
Defines for which interest rate index tenor the term structure is displayed. So for example, if this is set to 3m, in the 1m is a caplet starting in 1m ending 4m, 3m caplet is the caplet starting in 3m ending in 6m, 3y is for caplet starting in 36m and ending in 39m) |
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Settings |
Opens the Settings window in the tab for the Cap Term Structure page. For more information on this menu see Customizing the Market Data in the Swaptions Forward Rates Page & the Cap Term Structure Page . |
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Cut Off |
Defines the cut-off time of the market data that is being displayed in this page. By default the page automatically opens with the set of market data chosen in the Cut Off dropdown list in the pricing page. This lets you see in detail which rates will be used for pricing purposes. From this dropdown list you can then display a different set of market data, i.e., the rates saved at a different cut, by choosing a different cut-off time from the Cut Off dropdown list. However, note that selecting a different cut-off time in this page is for display purposes only and does not affect the cut-off time of the market data used in the pricing page. For more information on the choices available see Changing the Market Data Cut-off Time. |
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Market Data Source |
Displays the current market data source for this page. By default the default market data source is taken from the Settings window > Default Settings tab > Market Data Source dropdown list. However, from this dropdown list you can change the market data source to any you have permissions for. For more information see Changing the Market Data Source in the Cap Term Structure Page. |