Calculation and display of average yield curves


As from release 4.0A you can use the yield curve function to display yield curve averages in the form of a list or a graphic. You access the yield curve function via Market data -> Current settings. You then enter the yield curve type, the currency and a from-to range for the condition date. The from-to range is used to determine the average values.


If you enter yield curve type 0001, the currency DEM and the range 01/01/1997 to 01/31/1997, the system calculates and displays the average values for this yield curve for the month of January.