Warrant

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Warrant

	Warrant Pricing
	Warrant Static Replication
	Warrant Hedge

Warrant Product Fields

Mandatory Fields


No. Units	Amount	The number of instruments (Stocks, Shares, Financial Future Contracts) etc you have bought or sold
Call	Radio Button	The Option type. Call for a right to purchase (Default) , put for a right to sell.
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. For interest rate related derivatives a begin and end exercise date might be necessary.
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	The exercise price of the option
Discount Curve	Yield Curve	The interest rate curve used to discount flows.
Equity	Equity	The Equity Name

Rule Based Fields

Asset Price	PRICE	The market price of the Asset.
Beta	FACTOR	The 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.

User Level Based Fields


Conversion Rate	FACTOR	The Conversion price of the Bond into the Asset.

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.
Fx-Hedge	PERCENT	Defines the foreign Exchange Percentage that is hedged out. 0%= no hedge. 100% Fully Hedged.
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.
Settlement	DATE	The Date when the trade is settled
Settlement Price	PRICE	The Price paid when the instrument settles.
Settle Ccy	CCY	The Currency of The settlement price. Used to Convert and Discount Flows with the Riskless Base curve.
Dividend	RATE	The Average Dividend Yield paid in percent by the asset.

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