Setting Up Market Issues

This section discusses how to set up market issues.

Page Used to Set Up Market Rules

Page Name	Definition Name	Navigation	Usage
Market Issues	YC_MKT_ISSUE_PNL	select Financial Services Industries, then select Interest Rate Environment, then select Dataset Definition, then select Market Issues	Define data that is derived from market sources having a variety of different attributes. A market issue must be created for every market rate that is used.

Market Issues Page

Use the Market Issues page (YC_MKT_ISSUE_PNL) to define data that is derived from market sources having a variety of different attributes.

A market issue must be created for every market rate that is used.

Navigation

select Financial Services Industries, then select Interest Rate Environment, then select Dataset Definition, then select Market Issues

Image: Market Issues page

This example illustrates the fields and controls on the Market Issues page. You can find definitions for the fields and controls later on this page.

To set up the Market Issues page, select a currency code, accrual basis code, and a decimal convention.

Currency Code

The currency code is used for reporting purposes. Market issues, such as LIBOR rates, are reported in multiple currencies.

Accrual Basis Code

Defines how the number of days between data points on a yield curve is calculated.

Coupon Frequency

Select the compounding frequency and coupon frequency. The coupon frequency determines if the Curve Generator bootstraps the yield curve in which this market issue is represented. When no value is selected, the Curve Generator assumes the market issue is discounted (noncoupon bearing).

Then, select the issue type. If you select Singular, define a maturity date and a CUSIP code. If you selectRepeating, define an issue frequency and a nominal tenor.