Market Data, Reducing Scenarios to improve speed

Neil Mathieson. Monday, August 16, 2010

To enhance calculation speed and increase clarity you can now customise the number of scenarios run (currently six in addition to the market rate).

The ability to customise your own scenarios using User Curve 1 and 2 in the Interest Rate section of Market Data remains unaffected.

Reducing Scenarios to improve speed

You can now reduce the number of scenarios run in Market Data. Reducing the number of scenarios will significantly enhance the calculation speed on large portfolios.

Reducing the number of scenarios also brings clarity to analysis and reporting.

To achieve this first choose the settings option next to Market Data (1). This will create a pop-up in which you select Market Data (2).

Now select the scenarios you wish to be included using the tick boxes (3). By pressing Apply you will save the changes (4).

In order to activate the new scenarios you must Log out (5).

Scenario settings

TIP: Rates Up/Down shows a 100bps movement; Steepen/Flatten shows a change in the Yield Curve shape and User Curve 1 / 2 are the customisable options.

To see the changes applied please Log in. Scenario analytics are available via the primary drop down menu.

Interest Scenarios

Updated graphs are available in the Interest Rate section of Market Data.

Market data curve

Please watch out for further updates. If you have any questions in the meantime then please contact us.

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