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. Generate Historical Rates

5.2.2.3.2 Generate Historical Rates

After a hybrid curve is defined, generate the Historical Rates as far back as the rate source curves allow. The Generate Frequency determines the frequency of the historical rates populated with the Generate function. If you select the Generate Frequency as monthly, it generates month-end values only. If you select daily, it generates the maximum number of historical values.

To generate the rates, follow these steps:

  1. Select the interpolation method as Linear, Cubic, or Quartic.
  2. Select the Generate Frequency (Daily, Weekly, Bi-Weekly, or Monthly) and enter the Specific Date Range (From Date and To Date).
  3. Click Generate. The rates will be populated and you will be directed to the Historical Rates tab to view the results.

    If Hybrid Curve Type is selected as Moving Average, then select the Moving Average Term in Days, Months, or Years.