Swap Rate Curves

The Swap Rate Curves graph and table show the fixing values of the swap rates for a specific currency, on a specific market date.


Navigate to the Market Application
  1. Log in to your Fairways Debt account.
  2. Select a customer account.
  3. Navigate to Applications Applications.png > Market.


View the Swap Rate Curves Graph
  1. Navigate to Dashboard.
  2. Click Enlarge Enlarge.png beside the Swap Rate Curves panel to display a larger graph.


  1. Edit the market date, currency and tenor(s) to display relevant data.
  2. Hover over a marker to display the accurate discount factor(s).



View the Swap Curves Table
  1. Navigate to Dashboard.
  2. Click a value in the Swap Curves panel to view its details.


  1. Click:
    • Data History to view a timeline chart showing the fixing history for the selected swap rate and maturity, up to the market date.
    • Forward Data to view a timeline chart showing the forward swap rate curve for the selected maturity.
  2. Hover over a marker to display the accurate data.





Related Documentation


Was this article helpful?
0 out of 0 found this helpful