SDX Interest Rates Help > Working With Market Data Pages > OIS Curve > Fields & Buttons in the OIS Curve Page

Fields & Buttons in the OIS Curve Page

The OIS Curve page includes the following fields and buttons:

Field/Button

Description

Settings

Opens the Settings window where you can customize the OIS curve.

For more information see Customizing the OIS Curves.

Open

Opens the IR Explorer window in the folder from where you can load any saved OIS curve into the OIS Curve page.

For more information see Opening a Saved OIS Curve.

Save

Saves the current OIS curve in this page into a new OIS curve file in the IR Explorer window.

See Saving an OIS Curve.

Send

Lets you send the current OIS curve to one or more of your defined contacts.

See Sending an OIS Curve to a Contact.

Accept

Instructs the system to use the OIS curve displayed in this page (and not the system rates) for all relevant calculations across the system which have the same trade date.

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.

Calculate

Recalculates the interest rates and the corresponding discount factor and zero rate for each tenor:

After you have defined by how much to shift the yield curve.

After you have manually edited the interest rates.

Customize

Opens the Settings window in the tab for the OIS curve.

For more information on this menu see Customizing the OIS Curves.

Copy

Lets you copy rates.

For more information on what exactly is copied see Copying & Pasting Data from the OIS Curve.

Paste

Pastes the copied data into the selected cell and subsequent cells.

For more information see Copying & Pasting Data from the OIS Curve.

Charts

Graphically displays the data in the OIS curve.

See Graphically Displaying the Data in the OIS Curve.

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.

Trade Date

Lets you define for which date you want to display the OIS curve.

Currency

Defines the currency for which the OIS curve is displayed.

By default it displays the currency in the pricing page from which this page was opened if this currency is supported for the overnight index swap. If not, it displays USD by default.

Scenario Analysis 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 the Rates in an OIS Curve.