Treasury Credit Spreads Import
The Treasury Credit Spreads loader uses only a single set of header columns.
Overview
The Treasury Credit Spreads Import process reads files from ./Incoming/CreditSpreads in the SFTP. These files will be moved to the archive folder located at ./Incoming/Archive/CreditSpreads before being processed in alphanumeric order.
| Column Name | Description | Req'd | Unique | Type | Allowable Values |
|---|---|---|---|---|---|
| Rate Date | Date for which the credit spread is valid | TRUE | FALSE | date | |
| Participant | Abbreviation of the legal entity or financial counterparty | TRUE | FALSE | string | |
| Period | Tenors/Maturity of the curve in period | TRUE | FALSE | string | 12M, 3Y, 5Y, 7Y, 10Y |
| Credit Spread | Credit spread in basis points | TRUE | FALSE | decimal |