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.
|Date for which the credit spread is valid
|Abbreviation of the legal entity or financial counterparty
|Tenors/Maturity of the curve in period
|12M, 3Y, 5Y, 7Y, 10Y
|Credit spread in basis points