CommodityFuture

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CommodityFuture

	CommodityFuture Pricing
	CommodityFuture Static Replication
	CommodityFuture Hedge

CommodityFuture 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.
Settlement	Date	The Date(s) when the trade(s) is(are) settled.
Bond Price	Price	The Bond Price if paid cash or the Bond Forward Price if the instrument settles after the current business date.
Discount Curve	Yield Curve	The interest rate curve used to discount flows.
Commodity	Commodity	The commodity curve used to value the asset.
Notional	Amount	The Notional is the reference amount of the trade used to compute payments.

Rule Based Fields

Pay Fixed

First Coupon

DATE

The Date when the First Coupon is paid

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.
Dividend	RATE	The Average Dividend Yield paid in percent by the asset.

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