|Home|Help
 
|
Main
|
  
 
  
 
  
 
  
 
  
 
  
 
  
BondForward
  BondForward Pricing
  BondForward Static Replication
  BondForward Hedge
BondForward Product Fields

Mandatory Fields


SettlementDateThe Date when the trade is settled
Bond PricePriceThe Bond Price if paid cash or the Bond Forward Price if the instrument settles after the current business date.
NominalAmountThe Nominal defines the reference amount of a cash instrument used to compute payments.
Discount CurveYield CurveThe interest rate curve used to discount flows.
MaturityDateThe date when the contract expires.
FrequencyIntegerFrequency at which coupons are paid.
CouponRateThe 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.

Optional Fields


TagTAGSThe Tag(s) associated with the position(s). Tags are URL like name value pairs separated by / in order to slice and dice analytics. Every Tag has a Dimension.
PortfolioPORTFOLIOSThe Portfolio to which belongs the position.
BuyBUYSELLThe Buy or Sell flag. Long positions are bought. Short positions are sold.
Counterparty- AccountCPTYACCNOThe Combined name of the Counterparty in the trade & the Account Number against which the trade is assigned. Accounts have Collateral, Ratings, Netting Agreements and Recovery Rates.
Fx-HedgePERCENTDefines the foreign Exchange Percentage that is hedged out. 0%= no hedge. 100% Fully Hedged.
Open DateDATEThe Business Date when the position is taken into account in the Analysis.
Close DateDATEThe Date when the position will ceases to be taken into account in the Analysis.
Start DateDATEThe date when the trade kicks in.
First CouponDATEThe Date when the First Coupon is paid



 

Copyright (c) 2010 RiskServers sa. All Rights Reserved.