Welcome to Xplain!
As a new user, you can gain access to our sandbox environment, which you can use to view and explore how pricing environments are set up, how to perform derivatives portfolio valuation, and how to apply anomaly detection on market data and valuation data.
Our user guide is structured to mirror Xplain’s menu items and illustrate their underlying functionalities in detail. In each section, you will find step-by-step worked examples that you can follow and replicate.
In this sandbox guide, we will provide:
- an overview of Xplain’s sandbox environment
- the description of the predefined pricing environments
- the description of other predefined items / settings
- the prerequisites needed to replicate the worked examples
Overview
The anchor date for the sandbox environment is 30th November 2022.
The worked examples are illustrated by reference to a ‘NEWCOMP’ pricing environment (that you can create from scratch) or ‘LONDON_FICC’ (see table below) interchangeably. We will guide you through:
- how to set up a pricing environment by replicating the ‘LONDON_FICC’ one, including how to define a ‘NEWCOMP’ company tree, a ‘NEW CURVE CONFIGURATION’ curve setup and a ‘NEW MARKET DATA GROUP’ market data group
- how to start the various valuation processes and interpret the results
- how to meet the generic, market data specific and valuation data specific prerequisites, including how to define a ‘NEW BREAK TEST’ and a ‘NEW VD GROUP’ for data exception management
- how to start the various exception management processes and interpret the results
For more information to get you started, please refer to our FAQs section.
