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Dokumentation

GRUNDEINSTELLUNGEN - Define Evaluation Type

In this step you define the default settings for an evaluation type. These default values are used if you have not carried out any specific settings for a product type.
You maintain default settings for an evaluation type by defining default entries for the yield curve type, volatility type, exchange rate type or securities price type and the datafeed.

The portfolio you wish to value contains a financial instrument for which you have not maintained any product type specific settings. In this case, the system will use the default settings of the evaluation type with which you are evaluating the portfolio.

You should not enter any exceptionally high or low values for the yield curve types and volatility types of a default evaluation type.

You should base default settings on current market data.

You have already defined volatility types and yield curve types.

1. Define the corresponding yield curve and volatility types.
2. If you have datafeed, select those fields for which you want to use uptodate values supplied by datafeed.
3. Save your entries.