Import portfolio from file or load test portfolio.
{{editor.msg}}
| Actions | Index | ID | Type | Sub portfolio | Notional | Quantity | Market value | Currency | Maturity | Tenor | Fixed rate |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
|
{{$index}} | {{x.id}} | {{x.type}} | {{x.sub_portfolio}} | {{x.notional | number:2}} | {{x.quantity}} | {{x.market_value | number:2}} | {{x.currency}} | {{x.maturity | date:'dd.MM.yyyy'}} | {{x.tenor}} | {{x.fixed_rate * 100 | number:4}}{{x.fixed_rate ? "%" : ""}} |
| Name | Type | Scenarios | Actions |
|---|---|---|---|
| {{key}} | {{value.type}} | {{count_scenarios_scalar(value)}} |
|
| Name | Type | Support Points | Scenarios | Actions |
|---|---|---|---|---|
| {{key}} | {{value.type}} | {{(value.times || value.days || value.dates || value.labels).length}} | {{count_scenarios_curve(value)}} |
|
| Name | Type | Expiries | Terms | Scenarios | Actions |
|---|---|---|---|---|---|
| {{key}} | {{value.type}} | {{value.expiries.length || value.labels_expiry.length}} | {{value.terms.length || value.labels_term.length}} | {{count_scenarios_surface(value)}} |
|
| Name | Days | Actions |
|---|---|---|
| {{key}} | {{value.dates.length}} |
|
Import portfolio from file or load test portfolio.
{{portfolio.length-remaining}} of {{portfolio.length}} instruments ({{(remaining/portfolio.length*100) |number:0}}% remaining), Elapsed time: {{calctime | number:2}} seconds.
Present values for {{portfolio.length - analytics.error_count}} instruments were calculated in {{calctime | number:2}} seconds.
Could not price {{analytics.error_count}} instruments due to errors. For more details, see errors box below.
Perform calculations to obtain results.
Warning on instrument {{x.id}}: {{x.msg}} [repeats {{x.count}} times]
Error pricing instrument {{x.id}}: {{x.msg}} [repeats {{x.count}} times]
{{analytics.errors_ids}}
| Index | Scenario | Total | {{key}} |
|---|---|---|---|
| {{$index}} | {{params.scenario_names[$index]}} | {{x.TOTAL | number:2}} | {{value | number:2}} |