9.2.2 Interest Rate Code Tabs

Interest Rate Code tabs are used to define the yield curve and to add, edit, or delete historical interest rate data. The Interest Rate Code tabs are:

• Attributes
• Terms
• Historical Rates
• Parameters
• Hybrid Term Structure

• Navigating Between Interest Rate Code Tabs
  For new yield curves, you must begin with the Attributes tab. After you have selected attributes for a yield curve, you cannot edit them. After assigning the attributes, navigate to the Terms tab to define a term structure for your yield curve or volatility curve, that is, an overnight rate, a one-month rate, a three-month rate, and so on. To navigate to the Terms tab, either click Apply on the Attribute tab or click the Terms tab.
• Parameters Tab
  Fixed income instruments are used for forecasting and simulating the Cash Flows. The Cash Flow Engine needs interest rate models to simulate the evolution of interest rates. The Cash Flow Engine uses these models as part of the stochastic engine. You can enter the parameters for these models in the following ways:
• Hybrid Term Structure Tab
  Hybrid Term Structures allows you to specify the following three types of Hybrid yield curves: