1. User Guide
  2. Interest Rate Curve
  3. Creating an Interest Rate Curve
  4. Interest Rate Curve Tabs
  5. Generate Historical Rates

Generate Historical 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.