Saving a Set of Swaption Forward Rates

After editing the Swaption Forward Rates for a particular currency and trade date you can then save them for use at a later time for that same trade date.

By default the saved file is called SW Forward Rate <current date><current time> and it is automatically saved into the SD-IR Explorer window in the following path—Personal Folders > Market Data > Swap > SW Forward Rates > currency folder.

When you save the file you can change its name and, also, add a comment.

Once a forward rates file has been saved, at any time you can then load it into the Swaption Forward Rates page. For more information on this functionality see Opening a Set of Saved Swaption Forward Rates.

To save the current swaption forward rates:

1. In the Swaption Forward Rates page make any changes as necessary.
2. To save the rates click the Save button. The Save Prompt window opens.
3. Edit the name if necessary.
4. Enter a comment if requited.
5. Click OK and then click OK. The swaption forward rates are saved.