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Brady Product Fields

Mandatory Fields


Discount CurveYield CurveThe interest rate curve used to discount flows.
NotionalAmountThe Notional is the reference amount of the trade used to compute payments.
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.
SpreadSpreadThe additional basis points paid on top of the rate. (a spread of 100 corresponds to 100/10 000) or 1%.
PayableBoolleanThe side that is received by the buyer.
Discount CurveYield CurveThe interest rate curve used to discount flows.
NotionalAmountThe Notional is the reference amount of the trade used to compute payments.
MaturityDateThe date when the contract expires
FrequencyIntegerFrequency at which coupon are paid.
CouponRateThe Coupon defines the annual rate paid the issuer. The coupon is divided by the frequency to define payments.
SpreadSpreadThe additional basis points paid on top of the rate. (a spread of 100 corresponds to 100/10 000) or 1%.
PaymentFixed PaymentThe 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.

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.
Interest At MaturityRADIOThe interest at Maturity flag determines is the rate will be computed in fine or at discount. Note: US T-Bills and Australian Bills are in fine.