CommodityFloatSwap

Mandatory Fields


No. Units	Amount	The number of instruments (Stocks, Shares, Financial Future Contracts) etc you have bought or sold
Discount Curve	Yield Curve	The interest rate curve used to discount flows.
Commodity	Commodity	The commodity that identifies the maturity and nature of the commodity traded.
Maturity	Date	The date when the contract expires.
Frequency	Integer	Frequency at which coupons are paid.
Total Return	Checkbox Button	If Total Return is enabled, dividends are reinvested in the underlying stock. If not, dividends go into the cash-account and are reinvested at the prevailing overnight rate, except if zero-interest is defined!
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.

Rule Based Fields

Asset Price	PRICE	The market price of the Asset.
Pay Floating	Reset Index	REFINDEX	The Reference Index is the term structure used to fix floating rate coupons. By default this is often the same as the discount, but this might not always be the case. The reference index is used to estimate forwards via risk neutral pricing.
Pay Floating	Reset Index	REFINDEX	The Reference Index is the term structure used to fix floating rate coupons. By default this is often the same as the discount, but this might not always be the case. The reference index is used to estimate forwards via risk neutral pricing.

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.
Settlement	DATE	The Date when the trade is settled
Settlement Price	PRICE	The Price paid when the instrument settles.
Settle Ccy	CCY	The Currency of The settlement price. Used to Convert and Discount Flows with the Riskless Base curve.
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.
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.
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 next reset rate, if known
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
Reset-Flows	RESETS	Reset Flows are floating rate flows. Resets can be set in Arrears or in Advance (by default).

	CommodityFloatSwap Pricing
	CommodityFloatSwap Static Replication
	CommodityFloatSwap Hedge


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.