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Dokumentation

PRODUKTEINSTELLUNGEN - Maintain Product-Specific Evaluation Type

In this step you define the product type specific settings for an evaluation type. You do this by setting yield curve types and volatility types for each product type.

When evaluating similar financial instruments which are slightly different, e.g. mortgage bonds with differing liquidity levels, you can make the necessary distinction by creating a product type with different yield curve types for each of the two instruments.

You must first have defined volatility types and yield curve types.

1. Assign an evaluation type to the product type.
2. Enter the corresponding yield curve types and volatility types.
3. Enter the calculation method (routine) for calculating bond NPVs (par coupon method, zero coupon method).
4. Save your entries.