Transcription of Markit Interest Rate Curve XML Specification Markit ...
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Markit Interest Rate Curve XML Specification Markit ...
Markit Interest Rate Curve XML Specification 1 of 19 Confidential. Copyright 2013, Markit Group Limited. All rights reserved. Markit Interest Rate Curve XML Specifications Version Tuesday, 15 October 2013 Markit Interest Rate Curve XML Specification 2 of 19 Confidential. Copyright 2013, Markit Group Limited. All rights reserved. Document Updates ..3 Chapter 1 Introduction ..4 Standardization of the Interest Rate Curve ..4 Chapter 2 Project Overview ..5 Purpose ..5 Definition of Terms Used ..5 Chapter 3 Calculation Overview ..6 Summary of the Calculations ..6 Interest Rate Sourcing ..6 Yield Curve Calculation ..7 Yield Curve Input ..7 Yield Curve Calculation for Cash rates ..8 Yield Curve Calculation for Swap rates ..8 Chapter 4 XML Production .. 10 XML Header .. 10 XML Body .. 10 Chapter 5 File Transmission .. 14 File Name.
Markit Interest Rate Curve XML Specification 6 of 19 Confidential. Copyright © 2013, Markit Group Limited. All rights reserved. www.markit.com
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