ForwardCash

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ForwardCash

	ForwardCash Pricing
	ForwardCash Static Replication
	ForwardCash Hedge

ForwardCash 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.
Expiration	Date	The date when the forward or financial future expires.
Currency	Currency	The currency of the instrument.
Discount Curve	Yield Curve	The interest rate curve used to discount flows.
Notional	Amount	The Notional is the reference amount of the trade used to compute payments.
Maturity	Date	The date when the contract expires.
Payable	Boollean	The side that is received by the buyer.
Currency	Currency	The currency of the instrument
Discount Curve	Yield Curve	The interest rate curve used to discount flows.

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.
Payment	PAYMENT	"The additional payment or fee attached to a trade or the individual receivable and/or payable legs. As opposed to notional cash-flows, Payments on each leg are considered exchanged."

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