6.3.1.9 Interest Rate Curve

To define a Interest Rate Curve type variable:

Prerequisites:

Ensure that you have mapped the table and columns to the glossary terms using Data Catalog using the Uploading Glossary Terms Mapping to Table Columns and Tags feature.

1. Select Interest Rate Curve from the variable sub-type drop-down menu.
2. Based on the type of value, select percentage or ratio from the Value Type drop-down menu.
3. Provide an IRC code for the variable.

   You can select an IRC code or filter an IRC code from an existing list, or you can generate the IRC code by clicking on the Generate Code button on the UI.

   If you generate the IRC code, click Ok and continue with providing the remaining details.

   Note:

   If you have mapped to AML, then the IRC codes are already mapped in STSA and all the values are pre-populated such as the currency and term and multipliers. Ensure that you select the required IRC code.
4. Select the currency type from the IRC Currency drop-down menu.
5. Provide a number in the Term field.
6. Select the required option from the Multiplier drop-down menu.
   If you have selected an existing IRC definition, the term and multipliers are already populated. However, you can add or delete or edit these values.

   • Add multiple term and multiplier inputs using the add icon.
   • Delete an entry using the delete icon against the row.
   • Edit an existing term or multiplier and save the changes.
7. Select the logical reference from the Logical Reference drop-down menu.