Opening a Portfolio from the Portfolio Management Window

From the Portfolio Management window (see Working in the Portfolio Management Window) you can open all types of portfolios into the portfolio page.

For an overview of other ways of opening portfolios see Overview of Opening a Portfolio in the Portfolio Page. However, opening portfolios from the Portfolio Management window lets you:

Open multiple portfolios simultaneously.

 

If you open multiple portfolios they must all be based on the same currency and be of the same portfolio type.

Open portfolios using saved market rates.

By default, any portfolio is opened for the current trade date and uses the current market rates for all rates with the exception of any fixed rates and spreads. The fixed rates and spreads displayed for a saved portfolio are always the rates saved with the portfolio; this is indicated by highlighting these rates in blue.

However, when opening a portfolio from the Portfolio Management window you can also do either of the following:

Open the portfolio on the trade date for which it was last saved with the rates displayed when it was last saved.

You do this by checking the Open with saved market rates checkbox.

Set the required trade date for the portfolio before you open it. This not only automatically opens the portfolio or portfolio template with the market rates saved for that date for that currency’s selected cut-off time, but it also ensures that for a portfolio template, the dates of the underlying instruments are calculated correctly (according to the relative tenors defined in them).

For more information on selecting a cut-off time per currency for use in historical pricing see Customizing the Market Rates Cut-off Time per Currency for Historical Pricing.

Open the portfolio with or without its defined formulas.

By default a portfolio is opened with any formulas previously defined for it. However, when opening a portfolio from the Portfolio Management window you can uncheck the Open with Formulas checkbox. Subsequently, for any field that has a formula defined, the formula is disabled and the field is instead populated with the absolute values at the time it was saved. This setting is necessary if you want to revalue an existing portfolio as of today.

This action does not remove the formulas from the portfolio saved in the system, just from the version of the portfolio that is opened in the Portfolio page. So if you open a portfolio with the formulas de-activated and you may want to open it again in the future with its formulas, make sure that you do not save over the original portfolio. That is, if you save the version of the portfolio with the formulas de-activated, make sure to save it under a different name.

Open the portfolio in a horizontal view.

By default a portfolio is opened in the vertical view. However, you can choose to open it horizontally if required. You do this by clicking the Open Horizontally button in the Portfolio Management window.

For more information on the horizontal view, see Changing the Portfolio’s Orientation Between Vertical and Horizontal.

 

If the portfolio includes a strategy specified in the Single Option page, the individual instruments will be displayed in the Portfolio page, each in its own column.

To open a portfolio from the Portfolio Management window:

1. In the Portfolio pricing page click the Open button. The Portfolio Management window opens.
2. In the Folders area navigate to the relevant folder. Its contents are displayed on the right-hand side of the window.
3. Click the portfolio you want to open.
4. To select multiple portfolios, click the <Ctrl> or <Shift> key on the keyboard and select the required portfolios from the list.
5. To open the portfolio with the market rates at the time the portfolio was saved, check the Open with Saved Market Rates checkbox.

 

This option is not available when opening a portfolio template.
6. Decide whether you want to open the portfolio with or without its defined formulas using the Open with Formulas checkbox.
7. If necessary, set the required trade date for the portfolio before you open it. You select the trade date in the Trade Date field using the calendar icon.
8. Click Open or Open Horizontally. The portfolio is opened in the specified view.