Defining a Hybrid Curve with Hybrid Curve Type as Spread

To define a Hybrid Curve, perform the following steps:
  1. Select the Structure Type as Hybrid, and then select the Hybrid Curve Type as Spread.
  2. Select the Interest Rate Curves for the hybrid type and click Apply. Only two Interest Rate Curves are allowed for selection.
  3. Click the Swap icon to re-order the Interest Rate Curves.
    The screen displays the Hybrid Term Structure Weights for the selected Interest Rate Curves and the Merge type Hybrid Curve.
  4. By default, all the Term Points are selected and displayed. You can uncheck one or more Term Points.
  5. Click Apply to save the selected Terms.