Defining a Hybrid Curve with Hybrid Curve Type
as Merge
4.1.4.2.2.1.1 Defining a Hybrid Curve with Hybrid Curve Type
as Merge
To define a Hybrid Curve, perform the following steps:
Select the Structure Type as Hybrid, and then
select the Hybrid Curve Type as Merge.
Select the Interest Rate Curves for the hybrid type and click
Apply. You must select at least two Interest Rate
Curve Definitions.
The screen displays the Hybrid Term Structure Weights for the selected
Interest Rate Curves and the Merge type Hybrid Curve.
By default, all the Term Points are selected and displayed. You can uncheck one
or more Term Points.
You can click on the icon next to the Selected Term Structure to see the Term
Points for the Interest Rate Curve. A box displays the Term and Multiplier for
the select Interest Rate Curve.