From the Single Option page only you can generate a payout chart for the following instruments:
Swaps
Cap/floor
Swaptions
The chart is created in a separate window called the Payout Chart window.
A last day payout chart graphically displays the value of the selected instrument on the last day. For a:
Swap it shows the current trade NPV at various swap rates.
Cap it shows the payout per caplet at various interest rates levels.
Floor it shows the payout per floorlet at various interest rates levels.
Swaption it shows the payout on the swaption’s expiry date at various underlying swap rates levels.
You access the payout charts from the Trader tab, Sales tab or Structurer tab via the Charts button.
Once the chart has been created, you can then modify its display. For more information see Modifying the Market Data Chart, Payout Chart & Risk Chart Displays.
To create a payout chart:
| 1. | In the Single Option page enter an instrument. |
| 2. | In the Trader tab, Sales tab or Structurer tab click the Charts button. |
| 3. | From the popup window menu that is displayed click Payout Chart. The Payout Chart is displayed in a separate window. |