TRS Import Templates

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The following import template files are described and can be downloaded from here:

1. NON-MTM Portfolio List
2. NON-MTM Trade List
3. TRS Index List
4. TRS Market Data Key Definitions
5. TRS Market Data Key Provider Mapping
6. TRS Market Data

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NON-MTM Portfolio List

The Non-MTM Portfolio List comprises the non-mtm portfolios to add to Xplain.

See permissible values.

Example Download

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NON-MTM Trade List

A Non-MTM Trade List is a list of non-mtm trades and their attributes to add to a non-mtm portfolio.

See permissible values.

Example Download

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TRS Index List

The TRS Index List is a list of TRS indices to be defined.

See permissible values.

Example Download

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TRS Market Data Key Definitions

The MDK Definitions that correspond to TRS Indices.

See permissible values.

Example Download

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TRS Market Data Key Provider Mapping

MDK provider mapping definitions, used for mapping data providers and their corresponding tickers to TRS MDKs.

See permissible values.

Example Download

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TRS Market Data

Under the Data/Market Data/GROUPS menu item, at the market data group level (that can be accessed by double-clicking anywhere on a market data group line item), you can import a list of historical index fixings for various providers.

See permissible values.

Example Download

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Valuation Parameter Import Templates

Import template files for valuation parameters

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