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EquityFuture
  EquityFuture Pricing
  EquityFuture Static Replication
  EquityFuture Hedge
EquityFuture Product Fields

Mandatory Fields


Counterparty- AccountThe Counterparty Name and Account Number against which the trade is assigned. Accounts have Collateral, Ratings, Netting Agreements and Recovery Rates.
SettlementDateThe Date(s) when the trade(s) is(are) settled.
Bond PricePriceThe Bond Price if paid cash or the Bond Forward Price if the instrument settles after the current business date.
Discount CurveYield CurveThe interest rate curve used to discount flows.
EquityEquityThe Equity name
NotionalAmountThe Notional is the reference amount of the trade used to compute payments.

Rule Based Fields


Asset PricePRICEThe market price of the Asset.
BetaFACTORThe 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


TagTAGSThe 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.
PortfolioPORTFOLIOSThe Portfolio to which belongs the position.
BuyBUYSELLThe Buy or Sell flag. Long positions are bought. Short positions are sold.
Fx-HedgePERCENTThe foreign Exchange Percentage that is hedged out. 0%= no hedge. 100% Fully Hedged.
Open DateDATEThe Date when the position is taken into account in the Analysis.
Close DateDATEThe Date when the position will ceases to be taken into account in the Analysis.
DividendRATEThe Average Dividend Yield paid in percent by the asset.