The Market application has been enhanced with a new tab displaying the following curves to provide a better overview of the configuration:
- the forecast curves, which display the zero coupon curve used to calculate forwards on the rates supported in the platform
- the shifted Forecast curves, which display the shifts and the zero coupon curves on which these shifts apply for the related indexes
- the discount curves, which display the zero coupon curve used to discount cash flows for valuation purposes.
These curves will help us adapt quickly to changing market standards.
New "Curve Matrix" Tab in the Market Application
See Rate Configuration Matrix for more information.