1. Cash Flow Engine Reference Guide
  2. Rate Conversion
  3. Rate Format Usage
  4. Funds Transfer Pricing
  5. Non Cash Flow Methods

11.2.6.1 Non Cash Flow Methods

The Non-Cash Flow transfer pricing methods use historical IRC data pulled directly from the Historical Rate tables. For these methods, the format of the IRC used as the transfer pricing yield curve is assumed to be a yield-to-maturity.