FxStrikeLookback

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FxStrikeLookback

	FxStrikeLookback Pricing
	FxStrikeLookback Static Replication
	FxStrikeLookback Hedge

FxStrikeLookback Product Fields

Mandatory Fields


Call	Radio Button	The Option type. Call for a right to purchase (Default) , put for a right to sell.
Volatility	Volatility	The implied volatility used to override the historical volatility computed from market data. If available, the Volatility Surface (and Forward Rate Volatility and Correlations for FI products) Override this Field.
Expiration	Date	The date when the option expires.
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. By default this is often the same as the discount, but this might not always be the case. 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.

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.
Purchased	RADIO	Write Sell flag. Equivalent to Buy Sell Flag, but used mainly for options. Options are Written when sold. By default options are considered purchased.
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.
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.

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