6.2 Risk Free Rates

This topic provides the instructions to capture the Risk Free Rates details.

Selected Risk Free rate is maintained in this screen.

1. On the Home page, type CFDRFRRT in the text box, and click the next arrow.

   RFR Rate Input screen is displayed.

   Figure 6-2 RFR Rate Input

   
   Description of "Figure 6-2 RFR Rate Input"
2. On the RFR Rate Input screen, specify the details as required.
   For information on fields refer to:

   Table 6-1 RFR Rate Input - Field Description

   Field	Description
   Rate Code	Choose the Risk Free Reference Rate Code from the list of values displayed.
   Rate Description	Define the RFR rate code.
   Type	Choose the type of Maintenance: Rate Index Value
   Rate Code Type	Select the rate code type from the adjoining drop-down list. The list displays the following values: RFR Inflation Others
   Currency Code	Specifies the currency mapped to RFR code.
   Rate Received Date	Specify the date on which the system received the RFR rate.
   Effective Date	Specify the applicable RFR effective date.
   Interest rate	RFR on the respective effective date
   Rate Applicable days	Number of days the RFR is applicable.
   Percentile	Percentile of RFR defined as 1st, 25th,75th and 99th
   Volume in Billions	Specify the RFR volume in count of billions