Treasury Interest Rates Import
Overview
The Treasury Interest Rates Import process reads files from ./Incoming/InterestRates in the SFTP. These files will be moved to the archive folder located at ./Incoming/Archive/InterestRates before being processed in alphanumeric order.
|
Column Name |
Description |
Req'd |
Unique |
Type |
Allowable Values |
|---|---|---|---|---|---|
|
Rate Date |
Date for which the Interest Rate is valid |
Yes |
date |
||
|
Currency |
Currency of the Interest curve |
Yes |
char - 3 |
curreny iso codes |
|
|
Days |
Tenors/Maturity of the curve in days |
Yes |
integer |
||
|
Period |
Tenors/Maturity of the curve in period |
|
string |
list of actived interest market data periods |
|
|
Interest Rate % |
Yes |
decimal |