Yield Curve Type Assignment in NPV run (TPM60)
Hi All,
Is the YCT type used in calculation bases of NPV based on the evaluation type I have used in TPM60 parameter? As seen in the file I have attached here, my evaluation type only contains YCT 9000 but there's one month-end wherein YCT 9050 was used & then in succeeding month-end it's gone.
Appreciate receiving explanation as to when the YCT gets assigned/used in NPV computation.
Thanks!
Chaikaru
Hello Chaikaru,
Not able to open your attachment. Can attach a screenshot.
Also to answer to your question, Yes Yield Curve is the main parameter in the Evaluation type in the calculation of NPV.
Can give more details if you could provide the screenshot of NPV log.
Regards,
Nikhil
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