2.1.4.1.1 Defining a Hybrid Curve with Hybrid Curve Type as Merge

To define a Hybrid Curve, perform the following steps:

1. Select the Structure Type as Hybrid, and then select the Hybrid Curve Type as Merge.
2. 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.
3. By default, all the Term Points are selected and displayed. You can uncheck one or more Term Points.
4. 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.
5. Enter the Weights for the selected Terms.
6. Click Apply to save the Weights in the grid.