Editing the Market Data Used to Price Options

You can change the market data used to price options for the current currency in a number of ways.

You can:

Edit the market data on a per-instrument basis.

This means that in the Portfolio page itself for each instrument you manually edit the relevant fields after the system has supplied the market data for that instrument. This edited information is only used to price this instrument.

Edit the volatility skew for individual swaptions & swaption strategies on a per-instrument basis. See Viewing & Editing the Swaption Volatility Skew for Individual Instruments .

Change the market data source used for the page.

For more information on this action see Changing the Market Data Source in the Portfolio Page.

The selected market data source is then used for this page until you change it manually or until you end the session.

Edit the market data on a per-session basis.

You do this by editing the market data in each market data page itself and then telling the system to freeze the data in that page (i.e., to use it until future notice) by clicking the Accept button in that page.

For more information see:

Editing Rates in a Yield Curve

Editing the Rates in an Inflation Curve

Editing the Rates in an OIS Curve

Editing the Rates in a BMA Curve

Editing the Volatilities in the Swaption Forward Rates Page.