The Base Code Table defines the different type of codes that are used throughout out the system, such as yield curves, spread curves and the instrument specific codes.
Here's how it works:
- Go to Register > Setup > Base Code Table
- To create a new code press F4 or click New
- Enter a name for your code and then enter the Type (the different types are detailed further down in this article)
- You can also enter a Describing text of your choosing to easily identify the purpose of the code.
- Press Save (F10)
| Name | Type | Description |
|---|---|---|
| Yield Curve | YC | Used in Interest rate registers and Instrument data for valuation purposes. |
| Category code |
CA | Entered on Instruments and used for sorting in reports |
| Spread Curves |
SC | Used in Interest rate registers and Instrument data for valuation of FRN-Bonds. |
| System Price | SP | Prices used in the Energy Module |
| Volatility | VO | Used for valuation of Caps and Floors |
| CPI Curve | CC | Used for valuation of CPI Interest Rate Swaps |
To default a yield curve for Fixed/Floating rate loans, Interest Rate Swaps and Credit Facilities use the default checkbox and choose currency.
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