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 | marketAsset field syntax
| marketAsset field example
| Recipe key to locate this object (more info) |
Discount factor curve | DiscountFactorCurveData
YieldCurveData
| <Ccy>/<Ccy>OIS
| USD/USDOIS
| Rates.USD.USDOIS
|
FX forward curve | FxForwardCurveData
FxForwardPipsCurveData
FxForwardTenorCurveData
FxForwardTenorPipsCurveData
FxForwardCurveByQuoteReference
| <DomCcy>/<FgnCcy>/FxFwdCurve
| EUR/USD/FxFwdCurve
| FxForwards.EUR.USD.FxFwdCurve
|
Interest rate projection curve | DiscountFactorCurveData
YieldCurveData
| <Ccy>/<Tenor>/<Index>
| GBP/1Y/LIBOR
| Rates.GBP.1Y.LIBOR
|
Credit curve | CreditSpreadCurveData
| <REDCode>/<Ccy>/
<Seniority>/<RestructuringClause>
| FF667M/USD/SNR/MR
| Credit.FF667M.USD.SNR.MR
|
Equity volatility surface | EquityVolSurfaceData
| <RIC>/<Ccy>/<N-or-LN>, where N is normal and LN is log-normal
| AAPL/USD/LN
| EquityVol.AAPL.USD.LN
|
FX volatility surface | FxVolSurfaceData
| <DomCcy>/<FgnCcy>/<N-or-LN>
| GBP/USD/N
| FxVol.GBP.USD.N
|
Interest rate volatility surface | IrVolCubeData
| <Ccy>/<N-or-LN>
| USD/LN
| IrVol.USD.LN
|