Treasury Credit Spreads Import
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 |
Yes |
date |
||
|
Participant |
Abbreviation of the legal entity or financial counterparty |
Yes |
string |
||
|
Period |
Tenors/Maturity of the curve in period |
Yes |
string |
12M, 3Y, 5Y, 7Y, 10Y |
|
|
Credit Spread |
Credit spread in basis points |
Yes |
decimal |