EquityFuture

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EquityFuture

	EquityFuture Pricing
	EquityFuture Static Replication
	EquityFuture Hedge

EquityFuture Product Fields

Mandatory Fields


Settlement	Date	The Date when the trade is 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.
Equity	Equity	The Equity Name
Notional	Amount	The Notional is the reference amount of the trade used to compute payments.

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 URL like name value pairs separated by / in order to slice and dice analytics. Every Tag has a Dimension.
Portfolio	PORTFOLIOS	The Portfolio to which belongs the position.
Buy	BUYSELL	The Buy or Sell flag. Long positions are bought. Short positions are sold.
Counterparty- Account	CPTYACCNO	The Combined name of the Counterparty in the trade & the Account Number against which the trade is assigned. Accounts have Collateral, Ratings, Netting Agreements and Recovery Rates.
Fx-Hedge	PERCENT	Defines the foreign Exchange Percentage that is hedged out. 0%= no hedge. 100% Fully Hedged.
Open Date	DATE	The Business 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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