Default Curve
From the Calypso Navigator, navigate to Market Data > Credit Curves > Default Curve (menu action marketdata.CurveDefaultWindow).
A default curve is used to apply assumptions regarding how many and when will a percentage of borrowers default on their loan obligations.
Default curves are used for pricing ABS bonds in the context of the Intex integration.
Refer to the Calypso Intex Integration User Guide for complete details.
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