AmortizedLoan

Mandatory Fields


Counterparty- Account		The Counterparty Name and Account Number against which the trade is assigned. Accounts have Collateral, Ratings, Netting Agreements and Recovery Rates.
Nominal	Amount	The Nominal defines the reference amount of a cash instrument used to compute payments.
Discount Curve	Yield Curve	The interest rate curve used to discount flows.
Maturity	Date	The date when the contract expires.
Frequency	Integer	Frequency at which coupons are paid.
Coupon	Rate	The Coupon defines the annual rate paid by the issuer. The coupon is divided by the frequency and multipllied by the daycount fraction to define payments.
Straight Line Frequency	Frequency	The Frequency applicable to the Straight Line Depreciation Rate
Straight Line Maturity	Date	The Final Maturity of the Last Payment of the Amortization Schedule
DaysPastDue	Quantity	The Number of days the Obligor has been Deliquent in order to assume Default.

Optional Fields


Tag	TAGS	The Tag(s) associated with the position(s). Tags are defined as uris with / in order to slice and dice valuation. A Tag is always preceded by the name of the dimension to which it belongs.
Portfolio	PORTFOLIOS	The Portfolio to which belongs the position.
Buy	BUYSELL	The Buy or Sell flag. Long positions are bought. Short positions are sold.
Fx-Hedge	PERCENT	The foreign Exchange Percentage that is hedged out. 0%= no hedge. 100% Fully Hedged.
Open Date	DATE	The Date when the position is taken into account in the Analysis.
Close Date	DATE	The Date when the position will ceases to be taken into account in the Analysis.
Start Date	DATE	The date when the trade kicks in.
Settlement	DATE	The Date(s) when the trade(s) is(are) settled.
Settlement Price	PRICE	The Price(s) paid when the instrument settles.
Settle Ccy	CCY	The Currency(ies) of The settlement price(s). The currency is used to convert and discount flows with the currency's riskless rate.
Commitment Fee	RATE	The Fee of the Position
Undrawn Fee	RATE	The Fee applicable to the Loan Portion that has not been drawn
Current DrawDown	RATE	The current Percentage of funds that have been drawn down
Expected DrawDown	RATE	The Overall Percentage of the Loan that is Expected to be Drawn Down
First Coupon	DATE	The Date when the First Coupon is paid
Payment	PAYMENT	The additional payment or fee attached to a trade or the individual receivable and/or payable legs. As opposed to notional cash-flows, Payments on each leg are considered exchanged.
Cash-Flows	FIXEDFLOWS	User defined Cash-flows. These are streams of rates, notional amounts and dates defined by the user and storred with the trade in the database.
Rating	RATING	The Rating Rank of the instrument exposure..
Rating Agency	AGENCY	The Rating Agency That defined the Rating System. By Default the Agency is Defined as Internal
Recovery Rate	RATE	The Recovery Rate
Recovery Volatility	RATE	The Recovery Volatility
Straight Line Rate	RATE	The Straight Line Depreciation Rate Applicable to the Amortization of the Principal of the Leg

	AmortizedLoan Pricing
	AmortizedLoan Static Replication
	AmortizedLoan Hedge