Valuation Data Groups
Valuation Data Group Attributes and Permissible Values
Field Name | Description | Permissible Values |
---|---|---|
Name | The name of the valuation data group | Free text |
Pricing Slot | The pricing slot associated with the valuation data group | See pricing slot permissible values |
Company | The company that will have access to the valuation data group |
Any existing company See company configuration |
Shared between teams | Whether the valuation data group will be accessible across all teams | Boolean |
Teams |
The team(s) that will have access to the valuation data group Applicable only if Shared between Teams = FALSE |
Any existing team(s) See creating a team |
Valuation Data
Valuation Data Attributes and Permissible Values
Field Name | Description | Permissible Values |
---|---|---|
Key | The associated valuation data key |
CompanyID & “_” & EntityID & “_” & PortfolioID & “_” & TradeID See portfolios section |
Provider | The valuation data’s provider |
Any existing data provider See data providers, including XPLAIN, NAV and NOTIONAL |
Valuation Date | The trade’s historical valuation date | YYYY-MM-DD (ISO 8601) |
Value | The trade’s historical valuation | Numeric |
Delta | The trade’s historical delta (optional) | Numeric |
Vega | The trade’s historical vega (optional) | Numeric |
Gamma | The trade’s historical gamma (optional) | Numeric |
Theta | The trade’s historical theta (optional) | Numeric |
Rho | The trade’s historical rho (optional) | Numeric |
Par Rate | The trade's historical par rate (optional) | Numeric |
Spot Rate | The trade's historical spot rate (optional) | Numeric |
Implied Vol | The trade's historical implied volatility (optional) | Numeric |
ATM Implied Vol | The trade's historical ATM implied volatility (optional) | Numeric |
Realised Vol | The trade's historical realised volatility (optional) | Numeric |
Fair Vol | The trade's historical fair volatility (optional) | Numeric |