1. Asset Liability Management User Guide
  2. OFSAA Rate Management
  3. Interest Rates Details
  4. Interest Rate Code Tabs
  5. Hybrid Term Structure Tab
  6. Define a Hybrid Curve

5.2.2.3.1 Define a Hybrid Curve

To define a hybrid curve, follow these steps:

  1. Select the Source Type as Hybrid in the Hybrid Term Structure tab, and then select the Hybrid Curve Type (Spread, Moving Average, or Merge).
  2. Select the Interest Rate Codes for the hybrid type and click Apply.