2024/03/20 - Fairways Debt - New Configuration Matrixes in the Market Application

The Market application has been enhanced with a new tab displaying the following 3 matrixes to provide a better overview of the configuration:

  • the Forecast Curves matrix, which displays the zero coupon curve used to calculate forwards on the rates supported in the platform
  • the Shifted Forecast Curves matrix, which displays the shifts and the zero coupon curves on which these shifts apply for the related indexes
  • the Discount Curves matrix, which displays the zero coupon curve used to discount cash flows for valuation purposes.

These matrixes will help us adapt quickly to changing market standards.

New "Curve Matrixes" Tab in the Market Application

MatricesTab_EN.png

 

See Rate Configuration Matrixes for more information.

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