You can upload different categories of complex market data to the Complex Market Data Store. The category or categories you require depend upon the types of instruments you wish to value and the pricing models chosen. Find out what market data you require.
When you upload an object you must specify a
marketAsset field value constituting a name. Each category of complex market data has a particular naming syntax; see the table below. Note this name impacts the composition of the recipe you must create in order to use this object in a valuation.
|Complex market data category||Category types||Recipe |
|Discount factor curve|
|FX forward curve|
|Interest rate projection curve|
|Equity volatility surface|
|FX volatility surface|
|Interest rate volatility surface|