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Loading Process Parameters

The CurveEvolHeaders has this format:



Each process has its parameters specified in a header. It is simply a matter of supplying a row for each curve under the correct process header row (where a curve is described by its four component keys; Market, CurveType, Asset, PriceCurrency).

Each correlation value is loaded on a separate row. Correlations are described as curve1, term1 and curve 2, term2 (where a curve is described by its four component keys).

The curve evolution processes available in the system are described in the section Parameter Estimation.


See also
Loading Trades
Loading Rates
Loading Counterparties