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Several industry standard calculations are available, including:
■ Price from yield
■ Yield from price
■ Price from yield curve
■ Fair value and yield for floating rate note (FRN) bonds
■ Price, yield, and analytics for callable bonds
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To create a new calculation rule: 1. From
- From the Setup workspace, click Rules in the left navigation.
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- You see the Rules workspace with the list of available calculation rules.
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- On the toolbar, click Create New.
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- You see the Creating New Rule dialog box.
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- In the ID text box, enter a unique identifier.
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- If you leave this option blank, the system assigns a unique identifier.
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- In the Name text box, enter a name for the calculation.
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- In the Description text box, optionally enter a description of the calculation.
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- Set Enabled to allow the use of this rule by the system. Or, clear the check box to block use of this rule.
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- Set the Analytics Type check box.
You can choose Security Level, Cash Flow, or Trade Level types of analytics.
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- Set the Include Pricing Center Demand check box, if required.
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- Set the Fail Rule when 0 Securities Processed check box, if required.
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- Click Next.
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- You see the Editing Rule Securities dialog box.
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- Specify the securities filter information you wish to use for the rule.
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- Options include:
– Security. This is a required option that filters the securities to process.
– Entity Criteria. This option filters the entities to process by As Of Date and Entity ID.
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- Click Next.
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- You see the Editing Rule Calculations dialog box with the names and descriptions on the input and output arguments.
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- Specify the calculations you wish to use for the rule.
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- Options include:
– Calculation. This option selects the calculations used by this rule. When you change this selection, the remaining options are pre-filled with the inputs and outputs defined for the calculation.
– Input. This option specifies the argument IDs of the input arguments expected by the calculation.
– Output. This option specifies the database fields that store the calculation results.
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- Click Save, or click Back to view the previous dialog box.
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- You see the refreshed list of available rules.
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