After performing and saving a valuation or completing a valuation data anomaly detection process, the valuation date and PV of each trade are added to their valuation history, which can be viewed at the trade level.
The trade view can be accessed by double-clicking on the trade line item:
- at the portfolio level, under
Portfolios/Portfolio List - at a PV calculation result level, in the “TRADES PV” window, under
Valuations/Valuation HISTORY - at a valuation data anomaly detection dashboard level, in the “PORTFOLIO Valuations” window, under
DAHSBOARDS
At the trade level, the valuation history can be found in the “Valuation HISTORY” window.
The two potential valuation sources are:
- “Valuations”: from a saved manual PV calculation result (i.e. not part of an XM workflow)
- “Excpt Mngt”: the final (overlay) valuation data from a saved valuation data anomaly detection dashboard
A chart of PV (Reporting Ccy) / Valuation Date is shown in the left-hand side of the “Valuation HISTORY” window, with the corresponding data set out in the right-hand side.
The table columns and their descriptions are set out below.
Trade History Attributes and Permissible Values
| Field Name | Description |
|---|---|
| Valuation Date | The valuation date |
| Market Data Group | The market data group |
| PV (Reporting Ccy) | Present value in the Reporting Ccy |
| Reporting Ccy | Reporting currency in the valuation |
| Source |
Excpt Mngt: from an exception management dashboard Valuations: from a manual PV calculation |
Click on to export the table in .CSV format.
You can see more information about the applicable valuation parameters by double-clicking on a valuation history line item, which will navigate us to the PV calculation results page or the Data Cleansing Dashboard results page (as relevant).
Scatter points in the graph represent historical valuation items when Source = “Valuations”.
Plotted lines in the graph represent historical valuation items when Source = “Excpt Mngt”.
You can adjust the timeline of valuation history results with the sliders beneath the x-axis.
