New read procedure 'Read back directly' for interest rate table

Description

The option 'Read back directly' is an addition to the options 'Read back' and 'Read directly'. With this option, the system reads back in the interest rate table until at least one interest rate is maintained. On this date the 'Read directly' function is carried out. Consequently, all used interest rates have the same validity.

Example

The system accesses the interest rate table on 07/04/1997. The table contains the following values:

Interest rate 1 day 1 month 6 months 1 year
07/04/1997
07/03/1997
07/02/1997 3.08 3.19
07/01/1997 3.09 3.09 3.18 3.27

The 'Read back' function delivers the following values:
Interest rate 1 day 1 month 6 months 1 year
3.08 3.09 3.19 3.27

The 'Read directly' function finds no values on 07/04/1997 and
terminates.

The 'Read back directly' function delivers the following values:
Interest rate 1 day 1 month 6 months 1 year
3.08 3.19
The values for the terms one month and one year are interpolated.