The three steps required to build an IR or inflation curve are as follows:
- Create (or edit) a curve group
- Create (or edit) a curve
- Add curve nodes
1. Creating a Curve Group
At the curve group list level, you can create a curve group by clicking on the ADD NEW button (or edit an existing one by double-clicking on the line item).
2. Adding an IR + INFLATION Curve
At the curve group level, you can IMPORT a list of IR + INFLATION curves or manually create one by clicking on the ADD NEW button (or edit an existing one by double-clicking on the line item).
A description of a curve’s attributes and corresponding permissible values are set out in the table below:
(*) Only applicable for 3M projection indices
3. Adding Curve Nodes
At the curve level (or also globally at the curve list level when importing), you can IMPORT a list of IR + INFLATION curve nodes or manually create them by first clicking on the EDIT button, then on the ADD NEW button (or edit an existing one by double-clicking on the line item).
Permissible curve nodes will be a function of the curve’s type and name (i.e., the curve’s underlying). A description of a curve node’s attributes and corresponding permissible values are set out in the table below.
