CreditLine

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CreditLine

	CreditLine Pricing
	CreditLine Static Replication
	CreditLine Hedge

CreditLine 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."
Nominal	Amount	The Nominal defines the reference amount of a cash instrument used to compute payments.
Commitment Fee	Rate	The Fee of the Position
Undrawn Fee	Rate	The Fee applicable to the Loan Portion that has not been drawn
Current DrawDown	Rate	The current Percentage of funds that have been drawn down
Expected DrawDown	Rate	The Overall Percentage of the Loan that is Expected to be Drawn Down
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.
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.

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