EquityFloatSwap

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
Discount Curve	Yield Curve	The interest rate curve used to discount flows.
Equity	Equity	The Equity name
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.
Reset Index	Reset Index	The Reference Index is the term structure used to fix floating rate coupons. The reference index is used to estimate forwards via risk neutral pricing.
Maturity	Date	The date when the contract expires
Frequency	Integer	Frequency at which coupon are paid.
Coupon	Rate	The Coupon defines the annual rate paid the issuer. The coupon is divided by the frequency to define payments.

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.
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.
Next Reset	RATE	The next reset rate, if known
First Coupon	DATE	The Date when the First Coupon is paid
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.
Known Spread	SPREAD	The Known Reset Spreads
Interest At Maturity	BOOL	The interest at Maturity flag determines is the rate will be computed in fine or at discount. Note: US T-Bills and Australian Bills are in fine.
Constant Maturity Yield	CMS	A Constant Maturity Yield/Rate is set according to an instruments (usually a Bond) that remains constant as time goes by.
Strikes	STRIKES	A series of Exercise Prices and dates

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.
Pay Floating	Equity	EQUITY	The Equity name

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