Risky Curve

From the Calypso Navigator, navigate to Market Data > Credit Curves > Risky Curve (menu action marketdata.CurveRiskyWindow).

A risky curve is one that provides risky discount factors. For example, for an issuer FORD, you can create a risky curve that is based on a risk-free curve plus the CDS spreads. So each issuer can have its own risky curve.

 Ⓘ   [NOTE: Calypso pricers use probability curves, not risky curves. However, you may configure risky curves for your custom pricers as applicable]