Treasury Credit Spreads Import
The Treasury Credit Spreads loader uses only a single set of header columns.
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|