The Portfolio page lets you price and analyze a number of instruments on multiple commodities in the relevant currency. This is useful for pricing a series of instruments, or building a strategy, e.g., a hedging strategy for a group of exotic options. The fact that it supports multiple commodities lets you easily and quickly create structures that best meet your market requirements.
The Portfolio page contains a number of fields:
The commodity and option class are automatically filled with your default settings1.
In some you enter data manually.
In some the system enters the market data for the chosen expiry date. It takes this data from the Term Structure page.
Using this input data, SDX Commodities & Energy can then calculate the instrument's:
The following topics are covered in this section:
Buttons in the Portfolio Page.
What can be Done in the Portfolio Page?