1. Asset Liability Management Cloud User Guide
  2. Business Rules Administration
  3. Reference Data
  4. Interest Rates
  5. Creating an Interest Rate Curve
  6. Hybrid Interest Rate Curves
  7. Generate Hybrid Rates

5.1.3.1.4.2 Generate Hybrid 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. By default, the Interpolation is selected as Linear and you cannot change it.

To generate the rates, perform the following steps:

  1. Select the Generate Frequency (Daily, Weekly, Bi-Weekly, or Monthly) and enter the Specific Date Range (From Date and To Date). For Custom Weighted Average Hybrid Curve Type, you need to select only the From Date.
  2. Click Generate. The rates will be populated and you will be directed to the Historical Rates Tab to view the results.

Generating Hybrid Rates using Scheduler

You can also generate the Hybrid rates using the Scheduler Service.

To generate the Hybrid rates:

  1. From the LHS menu, navigate to Operations and Processes, select Scheduler, and then select Create Batch. For more details, Define Batch.
  2. From the LHS menu, navigate to Operations and Processes, select Scheduler, and then select Ceate Task. For more details, see Define Tasks.
    1. Task Type: REST
    2. Component: IRC Hybrid Scheduler
  3. Select the seeded batch and click Edit Parameters. In the Dynamic Parameters pop-up window, change the date to the relevant As-of-Date, and then save the batch.
  4. From the LHS menu, navigate to Operations and Processes, select Scheduler, and then select Execute Batch.
  5. From the LHS menu, navigate to Operations and Processes, select Scheduler, and then select Monitor Batch. For more information, see Monitor Batch.
  6. Select the Batch and then select the MISDATE and the Batch name. There may be multiple executions of the Hybrid rates batch. Select the latest execution and click Start Monitor.

    The UI displays the Status of the batch.