Company Tree Definition
Company Attributes and Permissible Values
| Field Name | Description | Permissible Values |
|---|---|---|
| Name | The name of the company | Free text |
| Company ID | The ID for the company (immutable once saved) | Free text (no spaces) |
| Description | Comment field (optional) | Free Text |
| Shared between Teams | Whether the company’s details and portfolios will be accessible across all teams | Boolean |
| Teams |
The team(s) that will have access to the company’s details and portfolios Applicable only if Shared between Teams = FALSE |
Any existing team(s) See creating a team |
Entity Attributes and Permissible Values
| Field Name | Description | Permissible Values |
|---|---|---|
| Name | The name of the entity | Free text |
| Entity ID | The ID for the entity (immutable once saved) | Free text (no spaces) |
| Description | Comment field (optional) | Free Text |
| Shared between Teams | Whether the entity's details and portfolios will be accessible across all teams | Boolean |
| Teams |
The team(s) that will have access to the entity's details and portfolios Applicable only if Shared between Teams = FALSE |
Any existing team(s) See creating a team |
Company's Default Settings
Company Default Valuation Settings and Permissible Values
| Field Name | Description | Permissible Values |
|---|---|---|
| Market Data Group | The market data group that contains the raw market data | See market data |
| Valuation Settings | If Valuation Settings = 'COMPANY BESPOKE SETTINGS', you can define bespoke company valuation settings |
XPLAIN DEFAULT SETTINGS | COMPANY BESPOKE SETTINGS |
| Curve Configuration Type | If Curve Configuration Type = 'FX vs non-FX Instruments', a different curve configuration will apply for FX vs non-FX trades |
Single | FX vs non-FX Instruments |
| Curve Configuration | The applicable curve configuration(s) (depending on Curve Configuration Type) | Any existing curve configuration |
| Curve Stripping |
Dual stripping (for the projection and discount curves) or Libor curve stripping |
OIS (DUAL) | LIBOR |
| Discount Ccy |
Applicable single currency / CSA terms for discounting purposes If Discount Ccy = 'Local Ccy', the discount currency will be the currency of the trade |
Local Ccy; or Any major currency |
| Reporting Ccy | The currency in which the calculation results are expressed |
Any currency See FX rates |
| Triangulation Ccy | The triangulation currency used first when no direct base vs foreign XCCY curve can be found for foreign cashflow discounting | Any major currency for FX instruments |
| Projection Valuation | Market data side for projection | Bid | Mid | Ask |
| Discount Valuation | Market data side for discounting | Bid | Mid | Ask |
| FX Rates Valuation | Market data side for FX rates | Bid | Mid | Ask |
| Optionality Valuation | Market data side for ATM swaption and FX volatilities | Bid | Mid | Ask |
| Skew Valuation | Market data side for Swaption and FX volatility skews | Bid | Mid | Ask |
| Use CSA Discounting | Whether to apply a trade specific discounting currency when CSA Discount Currency is specified at trade level | Boolean |
Company Valuation Data Provider Settings and Permissible Values
| Field Name | Description | Permissible Values |
|---|---|---|
| SLA Deadline | The contractual SLA deadline associated with the company | See SLA deadline permissible values |
| Valuation Data Group | The valuation data group that contains the raw valuation data | See valuation data |
| Trade Type | The trade type |
Cap/Floor | CDS | Credit Index | Credit Index Tranche | FX Forward | FX Option | Inflation Swap | IRS | Loan Note | Swaption | XCCY Swap | Custom Rates 1 to 5 | Custom Fx 1 to 5 | Custom Equity 1 to 5 | Custom Commodity 1 to 5 | Custom Other 1 to 5 |
| Primary Provider | The default primary provider for valuation data for a given Trade Type (optional) | Any existing valuation data provider |
| Secondary Provider | The default secondary provider for valuation data for a given Trade Type (optional) | See data providers |
| Tertiary Provider | The default tertiary provider for valuation data for a given Trade Type (optional) | See data providers |
| Quaternary Provider | The default quaternary provider for valuation data for a given Trade Type (optional) | See data providers |
