The Yield Curve includes the following fields and buttons:
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Button |
Description |
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Settings |
Opens the Settings window in the tab for the yield curve settings for the current instrument and reference index. For more information on this menu see Customizing a Yield Curve. |
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Open |
Opens the IR Explorer window in the folder from where you can load any saved yield curves into the Yield Curve page. For more information see Opening a Saved Yield Curve. |
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Save |
Saves the current yield curve in this page into a new yield curve file in the IR Explorer window. See Saving a Yield Curve. |
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Accept |
Instructs the system to use the yield curve displayed in this page (and not the system’s yield curve) for all relevant calculations across the system which have the same trade date. For more information see Editing Rates in a Yield Curve.
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Send |
Lets you send the current yield curve to one or more of your defined contacts. |
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Copy |
Lets you copy rates. For more information on what exactly is copied see Copying & Pasting Data from the Yield Curve. |
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Paste |
Pastes the copied data into the selected cell and subsequent cells. For more information see Copying & Pasting Data from the Yield Curve. |
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Refresh |
By default this button: Updates the market rates displayed in this page according to the selected cut-off time. Reloads the customize settings to this page. In addition, it can also refresh all the market data in all the curves (i.e., for all currencies and all trade dates) frozen in this session for this market data type only. For more information on these two Refresh s, see Refreshing Data in the Market Data Pages. |
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Charts |
Graphically displays the data in the yield curve. For more information see Graphically Displaying the Data in the Yield Curve. |
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Calculate |
Recalculates the convexity, discount factor and zero rates for each edited rate as relevant. |
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Trade Date |
Lets you define for which date you want to display the yield curve. |
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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 > General 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 Swaption Volatility Surface. |
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Currency |
Defines the currency for which the yield curve is displayed. By default it displays the currency in the pricing page from which this page was opened. |
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Underlying Index |
Defines the index for which the yield curve is displayed. By default it displays the standard index for the selected currency. For most currencies this dropdown list is disabled. However, for the currencies for which SDX Interest Rates builds a separate yield curve for the standard index and for each non-standard index you can use this dropdown list to select a non-standard index. For more information on these currencies see Understanding the Need for Distinct Yield Curves for Non-standard Indexes. |
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Yield Curve |
Lets you see the yield curve for the selected currency. |
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Basis Spreads |
Lets you see the basis spreads between the standard index and each non-standard index for the selected currency. For more information on what you can do in this tab see Editing the Basis Spreads Between a Standard and Non-standard Index. |
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Shift Curve By |
Lets you automatically shift the interest rates for all tenors up or down by the same number of basis points. For more information see Editing Rates in a Yield Curve.
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Twist Curve By |
Lets you choose to twist (or shift it) the yield curve at two points. For more information on see Editing Rates in a Yield Curve.
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