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Lookup Type: XTR_DEAL_PRICE_MODELS

Product:	XTR - Treasury
Meaning:	Deal Price Models
Description:	Deal Price Models

Quick Codes

Code	Meaning	Description
BLACK	Black	Black Model
DISC_CASHFLOW	Discounted - Dynamic	Discounted Cashflow - Adjusted forward floating interest
DISC_CASHSTA	Discounted - Static	Discounted Cashflow - Unadjusted floating interest
DISC_METHOD	Discount	Discount Method
FACE_VALUE	Face Value	Face Value (Liquid Short Term Instrument)
FAIR_VALUE	Fair Value	Manual Entry of Fair Value
FRA_DISC	Discount FRA	Forward Rate Agreement Discount Method
FRA_YIELD	Yield FRA	Forward Rate Agreement Yield Method
FX_FORWARD	FX Forward	Foreign Exchange Forward Rate
FX_GL	GL-Deal	GL Daily Rate to Transaction Rate Comparison
GARMAN_KOHL	Garman Kohl	Garman Kohlhagen (Modified Black-Scholes)
MARKET	Market	Market Quote
NO_REVAL	No Revaluation	No Revaluation