Treasury Interest Rates Import
The Treasury Interest Rates loader uses only a single set of header columns.
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 | TRUE | FALSE | date | |
| Currency | Currency of the Interest curve | TRUE | FALSE | char - 3 | curreny iso codes |
| Days | Tenors/Maturity of the curve in days | TRUE | FALSE | integer | |
| Period | Tenors/Maturity of the curve in period | FALSE | FALSE | string | list of actived interest market data periods |
| Interest Rate % | TRUE | FALSE | decimal |