Position - Trade Capture  Module

Position - Trade Capture Module
provides the screens to enter all the exposures or investments that define your view-of-the-world.

  • All Mandatory Fields are in red. 
  • All optional fields are typed in white. 

You must therefore fill out all fields that have  red labels.
(for further details, see below).

step

Select the ASSET CLASS from the listbox

  • Equity

  • Commodity 

  • Foreign Exchange Rate

  • Interest Rate Related.

    This step is mandatory, you cannot proceed until you have selected the asset class.

 

step
Select the instrument from the listbox,...

 

Then choose a Portfolio or Enter a New name, if needed.
Create or select a TAG if you want to analyse sub-group within your portfolio. 

If you are analysing credit (Advanced), Select the Counterparty Account against which your trade will be assigned .

Depending on the asset class & instrument, select a Currency, Curve  Equity or Commodity.

Enter the Rate, Yield, Coupon or Price. The Notional Amount.
Perhaps a Maturity or Expiration date (if any).

step  

Click on SAVE 

The Trade Ticket will Appear.


Press on Done to Continue or Click on TradingBoard to Run the Risk Analysis.

Mandatory, Optional and Alternate Fields:


In some rare instances, you might get two or perhaps three fields that carry other colors. These are alternate fields: You can choose to select an item from a list or enter a specific value and or perhaps an another.(see below)

The Equity price and Beta fields are such fields. If a full history of the stock has been defined and the stock ticker is available in the listbox, neither field is required, but if it isn't you must select the stock index to which it belongs, the Beta and it's last price so that the engine can extract  the risk without a full history of the stock's price. 
Other examples might include dividend yield and dividend. If you provide one, the other is not expected. You can also assume there are no dividends and leave both  fields blank.

Short-Cuts - Accepted Formats

Amounts:

Amounts can be entered as:

m(M) ->  1'000'00-=

k(K) -> 1'000.-

h(H)-> 100.-

 7.254m(M) =7'254'000.-

3.3k(K) = 3'300.-


Rates - Coupons

P(p)%  -> Convert to Percent (/100).

BP-> Convert Basis Point (/10000).

or Absolute

Rates can be quoted in either absolute or percentage terms.
i.e. a Coupon of 5.5 % can be entered as 

5.5 (for 5.5% coupon) or 0.055.


You can also type 5.5% or 5.5P(100%) to get 0.055. You can also type 55 BP to get 0.055. to divide by 10'000.

Spreads are assumed quoted in BasisPoints

If you enter absolute values the engine will convert them automatically.