| |
|
| 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. |
| 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. |
| Dividend | RATE | The Average Dividend Yield paid in percent by the asset. |
| End Level | PRICE | The asset level at redepmtion. This field is only used in instances when the end level has be guaranteed or hedged out. |
| Cash | CASHACCOUNT | Cash defines a liquid deposit made in a given currency where all proceeds of the trade or leg are invested as the portfolio is simulated throughout time. |
| Reset-Flows | RESETS | Reset Flows are floating rate flows. Resets can be set in Arrears or in Advance (by default). |
|
|