Brady

Mandatory Fields


Discount Curve	Yield Curve	The interest rate curve used to discount flows.
Notional	Amount	The Notional is the reference amount of the trade used to compute payments.
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.
Spread	Spread	The additional basis points paid on top of the rate. (a spread of 100 corresponds to 100/10 000) or 1%.
Payable	Boollean	The side that is received by the buyer.
Discount Curve	Yield Curve	The interest rate curve used to discount flows.
Notional	Amount	The Notional is the reference amount of the trade used to compute payments.
Maturity	Date	The date when the contract expires
Frequency	Integer	Frequency at which coupon are paid.
Coupon	Rate	The Coupon defines the annual rate paid the issuer. The coupon is divided by the frequency to define payments.
Spread	Spread	The additional basis points paid on top of the rate. (a spread of 100 corresponds to 100/10 000) or 1%.
Payment	Fixed 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.

Optional Fields


Tag	TAGS	The 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.
Portfolio	PORTFOLIOS	The Portfolio to which belongs the position.
Buy	BUYSELL	The Buy or Sell flag. Long positions are bought. Short positions are sold.
Counterparty- Account	CPTYACCNO	The 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-Hedge	PERCENT	Defines the foreign Exchange Percentage that is hedged out. 0%= no hedge. 100% Fully Hedged.
Open Date	DATE	The Business 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.
Interest At Maturity	RADIO	The 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.