5.2.2.1.3 Historical Rates Tab

Use the Historical Rates tab to define, modify, or view interest rate data. Enter data in simple percentages (such as 5.125, 4.875, and so on). If you are entering historical rates for a volatility curve, then enter volatilities for the combination of Contract Term and Expiration Term. Select the desired Expiration Term from the drop-down list to complete the Volatility Matrix. Effective dates must be entered separately for each Expiration term in the list.