Overview
Once the company tree has been defined, you can create portfolio(s) which will hold the trades whose details can be used for .
To perform PV calculation or valuation data anomaly detection in Xplain, you will need to create a company tree, which will provide you with a hierarchical structure to organise your derivative trade portfolios, as well as the ability to set your default valuation and valuation data provider settings. This section of the guide will show you how to do this.
The hierarchical structure is as follows:
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flowchart TB
A["Company"]
B["Entity 1"]
C["Entity 2"]
D["Portfolio 1"]
E["Portfolio 2"]
F["Portfolio 3"]
G["Trades"]
H["Trades"]
I["Trades"]
subgraph
direction TB
A --> B
A --> C
B --> D
B --> E
C --> F
D --> G
E --> H
F --> I
direction LR
end
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class A,B,C,D,E,F,G,H,I boldText;
class A xplStyle;
class B,C xplStyle2;
class D,E,F xplStyle3;
class G,H,I xplStyle4;
Currency Exposure
To perform net currency exposure calculations and simulations in Xplain, you will need to define the currency exposure and its cashflows. This section of the guide will cover how you can do this.
For consistency, the examples throughout this guide will use the structure of the existing ‘LONDON_FICC’ company.
