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Autom. Interpolation for Datafeed Trasnsfer of Reference Interest Rates ( RELNTRMRM40C_INTERP )

Short text

Autom. Interpolation for Datafeed Trasnsfer of Reference Interest Rates

Description

For release 4.5A for Market Risk Management, interpolation of yield curves when transferring reference interest rates via datafeed is automated. When reference interest rates are transferred, all yield curves to which a transferred reference interest rate is assigned are now interpolated. The interpolation date is determined by the validity date of the interest rate.
You can reconstruct the interpolation in interest rate maintenance in the application menu under Environment.

Effects on Customizing

You prepare datafeed transfers of reference interest rates in Customizing under Treasury management-> Basic functions-> Market data administration.

Dependent functions

Automatic interpolation of reference interest rates is triggered when you run updates or make changes via datafeed, and when you import with a file interface (of course, only when saving parameters or importing during a real run).