Manage yield curves

You have the option of configuring yield curves and also exporting and importing them. These are accessed at Bond scenario analysis , for example.

The scenario analysis is essentially based on a yield curve for government bonds for each currency. The required market data (yield values) should be taken from specific quotations provided by a yield time series (e.g. in the historicized spot or open interest field). The configuration of the yield structure data now links such quotations with the assigned currency and curve grid point.

You start the configuration on the "Configuration" tab via the YIELD CURVES command in the "Further configurations" icon menu.