EquityDigitalBarrier

|

|

|

|

EquityDigitalBarrier

	EquityDigitalBarrier Pricing
	EquityDigitalBarrier Static Replication
	EquityDigitalBarrier Hedge

EquityDigitalBarrier 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"
Call	Radio Button	"The Option type. Call for a right to purchase (Default) , put for a right to sell."
Volatility	Volatility	"The implied volatility used to override the historical volatility computed from market data. If available, the Volatility Surface (and Forward Rate Volatility and Correlations for FI products) Override this Field."
Expiration	Date	The date when the option expires.
Strike Price	Price	The exercise price of the option
Discount Curve	Yield Curve	The interest rate curve used to discount flows.
Equity	Equity	The Equity name

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."

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.
Purchased	RADIO	"Write Sell flag. Equivalent to Buy Sell Flag, but used mainly for options. Options are Written when sold. By default options are considered purchased."
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.

Copyright (c) 2011 RiskServers sa. All Rights Reserved.