CP

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CP

	CP Pricing
	CP Static Replication
	CP Hedge

CP Product Fields

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."
Position	String	The Unique Name that identifies the position. A TimeStamp is usually used as the Unique Trade Id.
Rate	Quantity	The rate paid for Time-Deposits.
Deposit	Date	The date when the Time Deposit starts accruing interest.
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.

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.
Face	AMOUNT	The Percent Value of the Bond at Inception.
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."
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.

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