CreditSensitiveEquity

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CreditSensitiveEquity

	CreditSensitiveEquity Pricing
	CreditSensitiveEquity Static Replication
	CreditSensitiveEquity Hedge

CreditSensitiveEquity 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."
No. Units	Amount	"The number of instruments (Stocks, Shares, Financial Future Contracts) etc you have bought or sold"
Equity	Equity	The Equity name
Issuer		The Issuer or Obligor who Issued the Asset. Used to bind probabilities of default and perhaps recovery.

Rule Based Fields

Asset Price	PRICE	The market price of the Asset.
Beta	FACTOR	"The measure of relative dependency to the market index computed as the Covariance(stock, Index) divided by the variance of the Market Index. You Must supply a Price if you define Beta."

User Level Based Fields


Zero-Interest	BOOL	Zero Interest disables accruing overnight interest rate accumulation of the instrument's receivables/payables that have been credit/debited from the cash-account.
Discount Curve	CURVE	The interest rate curve used to discount flows.
Cash	CASHACCOUNT	"The cash-account in which payables/receivables will be debited/credited. The balance is carried at the over-night rate of the underlying curve, except when zero-interest is specified."
Dividend	RATE	The Average Dividend Yield paid in percent by the asset.
Total Return	CHECK	"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. "

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.
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.
Rating	RATING	The Rating Rank of the instrument exposure..
Rating Agency	AGENCY	The Rating Agency That defined the Rating System. By Default the Agency is Defined as Internal
DaysPastDue	NUMBER	The Number of days the Obligor has been Deliquent in order to assume Default.

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