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 |