6.3.1.3 PD Term Structure Type Variable

To define a PD Term Structure type variable:

1. Select the variable sub type as PD Term Structure from the Variable Sub Type.
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 transition table from the Select PDTS Table drop-down menu.
   2. Select a PDTS ID from the Linked PDTS ID drop-down menu.
      A import success message with the selected transition ID is displayed.

      1. Click OK.

         The PDTS frequency unit, default probability type, frequency, and type values are prepopulated and are displayed as a read-only value.

      2. Select the hierarchy type from the Select PDTS Type Hierarchy drop-down menu.
      3. Provide a term point value from the PDTS Term Points field.

         The PDTS data source value is prepopulated and is displayed as a read-only value.

      4. Select a logical reference from the Select Reference drop-down menu.

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

      To create a new definition:

      1. Select a PDTS table from the Select PDTS Table drop-down menu.
      2. Select the PDTS frequency unit from the PDTS Frequency Unit drop-down menu.
      3. Select probability type from the PDTS Default Probability Type drop-down menu.
      4. Provide a frequency in the PDTS Frequency field.
      5. Select a type from the PDTS Type drop-down menu.
      6. Select the hierarchy type from the Select PDTS Type Hierarchy drop-down menu.
      7. Provide a term point in the PDTS Term Points field.
      8. Provide a data source name in the PDTS Data Source field.
      9. Select a logical reference from the Select Reference drop-down menu.