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Configure yield curve

On the "Configuration" tab, select the YIELD CURVES command in the menu of the "Further configurations" icon.

The "Manage yield curves" dialog box opens, in which you can make your settings:

  • You can use the currency list on the left to switch between the quote lists for the individual currencies by selecting the entries or using the arrow keys on your keyboard to move the selection. To add another currency to the list, select it from the selection list at the bottom left and then click on the "Add currency" button.
  • You can create a new grid point line in the quotation list on the right using the "New grid point" icon. The sampling point interval (duration) is entered in the notation "3M" for 3 months, "3J" for 3 years or "3T" for 3 days etc.
  • You can specify the quotation in the quotation list using the search buttons in each line.
    Or simply drag a quotation object (security or price quote) found in the Explorer onto the corresponding line in the list.
  • The "Yield access" button is used to define an MM-Talk formula that describes the price field of the yield data for the quotations. This formula must be a function that can be applied to time series. If the formula symbol on the button shows a green tick, a (valid) formula is stored.
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