Output Preferences in Static and Dynamic Deterministic Processes
Forecasted Volatility Surface Rates can be output in ALM processes under output preferences (forecast rates) besides IRC, EI and CCY for DDP
Business Benefits:
- In Output Preferences of Static and Dynamic Deterministic Processes, Volatility Surfaces can be selected to write forecasted rates in result tables along with Interest Rates, Exchange Rates and Economic Indicators.
- Forecasted Volatility Surface Rates can be used to validate option valuation.
Steps to Enable
You don't need to do anything to enable this feature.