Once you have saved an OIS Curve page for a particular trade date (for more information on saving rates see Opening a Saved OIS Curve) at any stage you can then upload it back into the OIS Curve page for use in the current session.
It is important to note that loading an existing yield curve into the page will automatically overwrite the data currently displayed in it. However, SDX Interest Rates will not use the uploaded yield curve in any calculations until you tell it to do that by clicking the Accept button.
In addition, the uploaded rates will only be used for calculations that have the same trade date. So for example, if you upload a saved OIS curve for USD for 8 October 2009, even after you click the Accept button it will only be used in the pricing page for a USD overnight swap index instrument that also has a trade date of 8 October 2009.
To open a previously saved OIS curve:
| 1. | In the OIS Curve page click Open. The SD-IR Explorer window opens in the OIS Yield Curve folder. |
| 2. | Click the relevant currency folder. The saved OIS curves for that currency are displayed on the right-hand side of the window. |
| 3. | To open a saved curve you can do either of the following: |
Click the relevant file so it is highlighted and any comments appear in the middle panel. Then click the Open button.
Double-click the relevant file.
The selected yield curve is uploaded to the OIS Curve page.
| 4. | To instruct the system to use the yield curve, click the Accept button. |