Index data
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Index data

Overview

The index file supplies information about various single-valued times series.

Typical values stored in the index file are:

  • CPI and RPI indices, measuring underlying inflation levels for markets
  • LIBOR, BBSW and other short-term interest rates
  • Paydown schedules for individual bonds

Note that different indices can be entered at different frequencies. For instance, CPI or RPI may be recorded monthly or quarterly, while LIBOR is recorded daily. Both types of data may be recorded in the same file.

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Values must be entered in decimal format. For instance, a 2% CPI value is recorded as 0.02.
Col
Name
Required
Type
Desciption
1
🔬Date
Yes
Date
Date of index value
2
🔬Index name
Yes
String
Name of index
3
🔬Value
Yes
Real
Value of index
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