Rules and parameters in the "Price valuation (OTC)" area
List of parameter rules in the "Price valuation (OTC)" area:
Rule | Description |
---|---|
Rule 1 | Equity/FX options |
Rule 2 | CDS |
Rule 3 | Interest rate swap |
Rule 4 | Bond option |
Rule 5 | CDS option |
Rule 6 | FX forwards |
Rule 7 | Bonds |
Rule 8 | Mortgage bonds |
Rule 9 | Rev. convertible bonds |
Rule 10 | Promissory note loans |
List of parameters:
Parameter | Description |
---|---|
First price check | [Parameter currently not editable] Show flag (FP) in report if instruments are valuated for the first time. |
Negative price check | [Parameter currently not editable] Show flag (NP) in report where a negative valuation price was selected. |
Zero price check | [Parameter currently not editable] Show flag (ZP) in report where a zero price was selected for valuation. |
Check: Tolerance level | Enable this setting if you want to check the tolerance levels and then enter the maximum permissible percentage tolerance values to reference and previous day's rates for the respective rule. ![]() For the different security types and rules, the following default settings are pre-set, which you can overwrite as an administrator:
The maximum possible input value here is 999%. |
Reference Price Spread in % | [Parameter editable] Enable this setting, if you like to define the permitted price deviation from the provided reference price. |