Curve Configuration
Curve Configuration Permissible Values
| Field Name | Description | Permissible Values |
|---|---|---|
| Name | The name of the curve configuration | Free text |
| Curve Group | The underlying curve group | Any existing curve group |
| Instrument Type | The instrument type | See Instrument Types |
| Primary Provider | The default primary provider for market data for a given Instrument Type (optional) | Any existing market data provider |
| Secondary Provider | The default secondary provider for market data for a given Instrument Type (optional) | See Data Providers |
Curve Configuration Provider Mapping Exception Permissible Values
| Field Name | Description | Permissible Values |
|---|---|---|
| Curve Name | A list of FX rates, curves / volatility surfaces or credit curves, which will be mapped to different providers for a given Instrument Type |
See list of permissible FX rates See list of permissible curve names See list of permissible credit sectors |
| Primary Provider | The exception Primary Provider for market data for a given Curve Name | Any existing market data provider. |
| Secondary Provider | The exception Secondary Provider for market data (optional) for a given Curve Name | See Data Providers |
