Static Data - Market and Valuation Data Providers

Top ↑

Under Data/Static Data/Data Providers, at the data provider list level, you can import (import) a list of providers or manually create one by clicking on Add New (or edit an existing one by double-clicking on the line item).

Creating a Data Provider
Data/Static Data/Data Providers

After clicking on Add New, setting Long Name = NEW DATA PROVIDER and ID = NEWPROV, and selecting Data type = Market data (MD) and Valuation data (VD)

After clicking on Save

A description of a data provider’s attributes and corresponding permissible values is set out in the table below:

Field Name	Description	Permissible Values
Long Name	The data provider’s name	Free text
ID	The data provider’s ID	Free text (no spaces)
Data Type	The data type: market data and/or valuation data	Market Data (MD) | Valuation Data (VD)

Xplain-native Valuation Data Providers

“NAV” and “XPLAIN” are Xplain-native valuation data providers, which can be used in the data cleansing workflow as follows:

• “XPLAIN”: PV and greeks performed in Xplain will be the values used in the data cleansing workflow
• “NAV”: the “data provider” of fund NAV values (expressed in the Reporting Ccy) for scaling purposes in the relevant break test definitions (with NAV(t) being the applicable scaling factor at t (e.g. the NAV value at t-1), not the NAV value at t itself)

---

Static Data - Market Data Key Mapping

← Previous

Static Data - External ID Sources and Custom Field Names for Trades

Next →

Related Docs

• IR and Inflation Curve Construction
• CSA Definitions
• CTD Curves
• TRS Accrual Calculations - Run and Results