Yield Curves

A yield curve is a line that plots yields, or interest rates, of bonds that have equal credit quality but differing maturity dates. The slope of the yield curve can predict future interest rate changes and economic activity.

Before you can create any reference rates, you need to add yield curves. You can find yield curve register in Settings - Market Data - Yield curves. The default yield curves in the system are Base, Mosprime and Base Act 365.

To add a yield curve

Step 1: Click the + icon on the top right

Step 2: Add the name for the yield curve and select the wanted currency from the dropdown selection. Click 'Save'.