Base interest rate tables

Created by Erik Åkerlund, Modified on Mon, 20 Feb, 2023 at 2:28 PM by Erik Åkerlund

If you do not import market data, or you need an interest that is not listed. You can manualy enter rates in the base interest rate table.

This function is used for updating interest rates on Cross currency IR swaps,Fixed/Floating rate loans with variable interest.

Checkbox 'F' checked = Loans with selected base interest rate code and an interest transaction with value date = fixing date will be updated (example 1 below)

Checkbox 'F' unchecked = All loans with selected base interest rate code will be updated.

If fixing date is between value date and maturity date the transaction is split into two transactions (example 2 below).

To update transactions set the cursor on the specific date and click on the Interest Fixing button in the toolbar.

Example. Base interest code STIBOR3M, Checkbox 'F' checked, fixing date 160224