Base Code Table

Created by Erik Åkerlund, Modified on Mon, 20 Feb 2023 at 02:28 PM by Erik Åkerlund

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:

  1. Go to Register > Setup > Base Code Table
  2. To create a new code press F4 or click New
  3. Enter a name for your code and then enter the Type (the different types are detailed further down in this article)
  4. You can also enter a Describing text of your choosing to easily identify the purpose of the code.
  5. 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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