The YoY Inflation Price Surface includes the following fields & buttons:
|
Button |
Description |
|
Refresh button |
Refreshes the market data for the current currency, inflation index and cut-off time on the selected trade date, and then recalculates all displayed values accordingly. |
|
Year over Year Caplet Year over Year Caps |
Lets you toggle between the display for the year-over-year inflation price surface for caps and floors and for caplets and floorlets. |
|
Trade Date field |
Defines the trade date for which the inflation price surface is displayed. By default it displays the trade date in the pricing page from which this page was opened. If the trade date is the current date, the current system rates are used. If the trade date is a historical date, the system brings the rates saved on that date at the selected cut-off time. |
|
Currency dropdown list |
Defines the currency for which the inflation price surface is displayed. By default it displays the currency in the pricing page from which this page was opened. |
|
Inflation Index dropdown list |
Defines for which inflation index the inflation price surface is displayed. For a currency with multiple inflation indices you can select which index to use. |
|
Cut Off dropdown list |
Defines the cut-off time of the market data that is being displayed in this market data page. Note that selecting a cut-off time in this page is for display purposes only and does not affect the cut-off time of the market data used in the pricing page. For more information on the choices available see Changing the Market Data Cut-off Time. |
|
Market Data Source dropdown list |
Displays the current market data source for this page. |
|
Strike Scale |
Defines the scale used for the strikes is based on delta, basis spreads, percentages, strikes or factors (which means that the strikes shown are calculated as a factor of the ATM strike). |
|
Scenarios |
Defines the number of scenarios. |
|
Strike Increments |
Defines the increment between the displayed strikes. |