Terminal

Not much detail about the options of the terminal are given as it is Quantlib specific information and can be found online.

Schedules

Entity to create flow schedules that will be used by other entites like bonds or swaps. Once the schedule is set you will be able to check flow dates with Generate dates button.

They can be downloaded as a CSV file.

Term Structures

Section to create the yield curves. Once created you will be able to see it plotted or download it as a CSV at Curve generation.

Term structure points

Create the different pillars that will later be assigned to a curve.

Term structure definition

Term structure main parameters. Here already defined points will be assigned to the curve and you can also assign jumps for specific dates (the latter are optional).

Term structure rates

For each point and each date rates can be assigned, once a point is created it will appear at any date. Rates will be ceated as long as they are defined and by default all rates will be empty and shown as 0.

If you want to use a curve it needs to have the rates defined for that specific date.

Curve generation

Configure and set the curve needed.