CLN

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.
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.
Issuer		The Issuer or Obligor who Issued the Asset. Used to bind probabilities of default and perhaps recovery.

User Level Based Fields


Zero-Interest	BOOL	Zero Interest disables accruing overnight interest rate accumulation of the instrument's receivables/payables that have been credit/debited from the cash-account.
Impermissible	CHECK	"The Impermissible flags is defined for Swaps, Forwards and Options. If a position is a loss for us there is no credit risk, as our counterparty is making a profit."
Cash	CASHACCOUNT	"The cash-account in which payables/receivables will be debited/credited. The balance is carried at the over-night rate of the underlying curve, except when zero-interest is specified."

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.
Protection Buyer	PROTECTIONBUYSELL	Protection Buyer receives Payment upon Default. Protection Seller Pays upon Default.
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.
Accrued	RATE	The interest accrued by the coupon.
Spread	SPREAD	The additional basis points paid on top of the rate. (a spread of 100 corresponds to 100/10 000) or 1%.
Next Reset	RATE	The known reset rate.
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."
Known Rate	RATE	The Known Reset Rates
Known Spread	SPREAD	The Known Reset Spreads
Averaging	AVG	Averaging takes place if floating rates are computed according to an average computed from multiple observations.
Compounding	COMP	Compounding takes place when the coupon is computed from multiple observations that are compounded between the reference reset end and start dates.
Reset-Flows	RESETS	User defined Reset Flows. These are floating rate flows. Either set in Arrears or in Advance with or without averaging and or compounding defined by the user and storred with the trade in the databse.
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
DaysPastDue	NUMBER	The Number of days the Obligor has been Deliquent in order to assume Default.