Putable

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."
Position	String	The Unique Name that identifies the position. A TimeStamp is usually used as the Unique Trade Id.
Nominal	Amount	The Nominal defines the reference amount of a cash instrument used to compute payments.
Face	Amount	The Percent Value of the Bond at Inception.
European	Radio Button	"An American Option can be exercised at any date between inception and maturity, whereas the European Option can only be exercised at maturity."
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.
Strike Price	Price	The exercise price of the option
Fixed	Radio Button	Defines if the rate is fixed or floating.
Notional	Amount	The Notional is the reference amount of the trade used to compute payments.
Maturity	Date	The date when the contract expires.
Frequency	Integer	Frequency at which coupons are paid.

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.
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."
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.
Start Date	DATE	The date when the trade kicks in.
Settlement	DATE	The Date(s) when the trade(s) is(are) settled.
Settlement Price	PRICE	The Price(s) paid when the instrument settles.
Settle Ccy	CCY	The Currency(ies) of The settlement price(s). The currency is used to convert and discount flows with the currency's riskless rate.
Accrued	RATE	The interest accrued by the coupon.
Next Reset	RATE	The known reset rate.
First Coupon	DATE	The Date when the First Coupon is paid
Cash-Flows	FIXEDFLOWS	"User defined Cash-flows. These are streams of rates, notional amounts and dates defined by the user and storred with the trade in the database. "
Next Reset	RATE	"The next reset rate, if known"