Yield curves tab

From the FTP > Interest Rates > Yield curves tab, you can add and edit FTP yield curves for base funding and adjustments. You can also assign a yield curve as the primary, or default, yield curve to be used unless a different yield curve is specifically selected.

NOTE: For more information about yield curves, see About yield curves.

Adding a yield curve

To add a new yield curve:

  1. From the Command Center, click FTP.

  2. Click Interest Rates, then click Yield curves.

  3. On the Yield curves page, click Add yield curve.

  4. In the Add a curve dialog, complete the following settings:

    Column Description
    Name

    Enter a name for the new curve.

    NOTE: Once saved, yield curve names cannot be changed. Select the curve name carefully.
    Primary curve

    To assign the new yield curve to be the primary, or default, yield curve, select Yes. Otherwise, select No.

    NOTE: You must designate a primary curve. If

    Autofill days

    To have FTP automatically fill in holidays or weekends with rates from the previous business day, slide the toggle to Yes. Otherwise, select No.

    NOTE: This is optional and is not required for FTP. The primary benefit of filling in all days is to generate average daily rates, or for a trend report.
    Interpolate

    Axiom will automatically fill in all 360 months of the yield curve table with rates, which is a requirement for FTP calculations. When this is set to Yes, the straight line (linear) interpolation method is used to calculate rates for each point on the yield curve that isn't imported. Set to No if you intend to import all 360 months.
    Term length Select a term length from the drop-down list. The term values are the monthly columns of the yield curve (M1 to M360), and are the values you will be loading.
    Generated ID name Read-only; displays the automatically generated name of the yield curve (Curve name + term length).

  5. To save your selections, click Add Curve.

  6. Click OK at the prompt.

Editing yield curve settings

To edit settings for existing yield curves: 

  1. From the Command Center, click FTP.

  2. Click Interest Rates, then click Yield curves.

  3. In the list of yield curves, click the name of the curve you want to edit.

  4. In the Edit yield curve dialog, update the settings as needed.

    NOTE: The settings are the same as in the Add a curve dialog.

  5. Optionally, click the Delete icon next to the Generate ID name column to delete a term length.
  6. Click Edit Curve to save all changes.
  7. Click OK at the prompt.

Archiving yield curves

You can archive yield curves so they cannot be used for key rates, FTP rate rules, or FTP assignments. You can then elect whether to display or hide archived curves on the yield curve page.

To archive a yield curve:

  1. From the Command Center, click FTP.

  2. Click Interest Rates, then click Yield curves.

  3. In the list of yield curves, slide the Archive toggle to Yes for any curve you want to archive.

To hide or display archived yield curves:

  1. From the Command Center, click FTP.

  2. Click Interest Rates, then click Yield curves.

  3. Slide the Show archived curves toggle to Yes to display archived curves, or No to hide them.