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 |
