Currency Exposure Permissible Values

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Currency Exposure Attributes and Permissible Values

Field Name Description Permissible Values
Name The name of the currency exposure Free text
Currency The currency of the future exposure cashflows Any currency in FX Cat A and FX Cat B
See FX Rate Rule
Description Comment field (optional) Free text

Cashflow's Attributes and Permissible Values

Field Name Description Permissible Values
Ccy Exposure Name The currency exposure that will hold the cashflow Any existing currency exposure
Date The cashflow date YYYY-MM-DD (ISO 8601)
Amount The cashflow amount Numeric

Related Docs

Introduction to Xplain
Curves
Portfolios
Data
Valuations
Data Cleansing
Preferences
Admin
Importing and Versioning
XVA Module
TRS Module