1.3 Treasury Rate Fixing Maintenance

This topic describes the systematic instructions to maintain Treasury Rate Fixing. For every cash flow settlement period of the floating rate leg, you have to fix the floating rate.

You can define rate codes using the Rate Code Maintenance screen. The rate fixing days defined may differ from trade to trade basis. The floating rate fixed in advance or at the end of the period according to the rate fixing days and movement set for the trade.

1. On the Homepage, enter TRDRTFXD in the text field and then click the next arrow.
   The system displays the Treasury Rate Fixing Maintenance screen.

   Figure 1-2 Treasury Rate Fixing Maintenance

   
   Description of "Figure 1-2 Treasury Rate Fixing Maintenance"
2. Specify the fields in the displayed screen.

   Table 1-2 Treasury Rate Fixing - Field Description

   Field	Description
   Currency	This is a Mandatory field. Specify the type of currency from the List of Values Currency according to the requirement.
   Rate Code	This is a Mandatory field. Specify the rate code from the List of Values Rate Code.
   Rate Fixing Days	Specify the Rate fixing days as per the requirement. Rate fixing days can have the values from zero or greater. If no values are entered system defaults it to zero.
   Fixing Date Movement	Specify the Movement as Forward, Backward or None as per the requirement from the effective revision date