6.3.1.4 CCF Term Structure Variable Type

To define a CCF Term Structure type of variable:

1. Select the variable sub type as CCF Term Structure in the Variable Sub Type drop-down menu.
2. Select one of the value types listed.
   Select one of the following options:

   • Percentage
   • Ratio
3. Import or add a new definition to the variable.

   To import an existing definition click Yes. Else, click No.

   If you select Yes:

   1. Select a CCFTS table from the Select CCF Table drop-down menu.
   2. Select a CCFTS ID from the Linked CCFTS ID drop-down menu.

      A import success message with the selected transition ID is displayed.

   3. Click OK.

      The CCFTS Frequency Unit, CCFTS Default Probability Type, CCFTS Frequency, and CCFTS Type values are prepopulated and displayed as read-only values.

   4. Select a type hierarchy from the Select CCFTS Type Hierarchy drop-down menu.
   5. Provide a value in the CCFTS Term Points field.

      The CCFTS data source is also displayed as a read-only value.

   If you have selected No in the import definition, create a new definition.

   To create a new definition:

   1. Select a CCFTS table from the Select CCFTS Table drop-down menu.
   2. Select frequency unit from the CCFTS Frequency Unit drop-down menu.
   3. Select a default probability type from the CCFTS Default Probability Type drop-down menu.
   4. Provide a frequency in the CCFTS Frequency field.
   5. Select a type from the CCFTS Type drop-down menu.

      The CCFTS type hierarchy value is prepopulated and displayed as a read-only value.

   6. Provide a term point value in the CCFTS Term Points field.
   7. Provide a data source in the CCFTS Data Source field.
   8. Select a logical reference from the Select Reference drop-down menu.