The following matrix is available in Fairways Debt to provide a better overview of the rate configuration, on a specific market date:
- the forecast curves, which show the zero coupon curve used to calculate forwards on the rates supported in the platform
- the shifted forecast curves, which show the shifts and the zero coupon curves on which these shifts apply for the related indexes
- the discount curves, which show the zero coupon curve used to discount cash flows for valuation purposes.
Prerequisites
Contact your Finance Active consultant to:
Navigate to the Market Application
- Log in to your Fairways Debt account.
- Select a customer account.
- Navigate to Applications
> Market.
View the Rate Configuration Matrix
- Navigate to Curve Matrix.
- Click Enlarge
beside the relevant panel to display a larger table.
- Edit the market date and the selected rate(s) to display relevant data.