FXForward

|

|

|

|

FXForward

	FXForward Pricing
	FXForward Static Replication
	FXForward Hedge

FXForward 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.
Future Rate	Price	The forward rate of the foreign exchange outright or forward rate agreement.
Currency	Currency	The currency of the instrument.
Discount Curve	Yield Curve	The interest rate curve used to discount flows.
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.
Notional	Amount	The Notional is the reference amount of the trade used to compute payments.
Maturity	Date	The date when the contract expires.

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.
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.

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