Static Data - Market and Valuation Data Providers

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Under Data/Static Data/Data Providers, at the data provider list level, you can IMPORT a list of providers or manually create one by clicking on ADD NEW (or edit an existing one by double-clicking on the line item).

Creating a Data Provider
Data/Static Data/Data Providers

After clicking on ADD NEW, setting Long Name = NEW DATA PROVIDER and ID = NEWPROV, and selecting Data type = Market data (MD) and Valuation data (VD)

After clicking on SAVE

A description of a data provider’s attributes and corresponding permissible values is set out in the table below:

Field Name	Description	Permissible Values
Long Name	The data provider’s name	Free text
ID	The data provider’s ID	Free text (no spaces)
Data Type	The data type: market data and/or valuation data	Market Data (MD) | Valuation Data (VD)

Xplain-native Valuation Data Providers

“NAV”, “NOTIONAL” and “XPLAIN” are Xplain-native valuation data providers, which can be used in the exception management workflow as follows:

• “XPLAIN”: the data provider of valuations (PV and greeks) performed in Xplain
• “NAV”: the data provider of fund NAV values (expressed in the Reporting Ccy) for scaling purposes in the relevant break test definitions (with NAV(t) being the applicable scaling factor at t, not the NAV value at t itself)
• “NOTIONAL”: the data provider of notional values (expressed in the Reporting Ccy) for scaling purposes in the relevant break test definitions

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