To specify a period of time, such as the term value, the shortcuts listed in Table 1 are used together with a number. For example, to specify a term of five years enter 5y.
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b |
If you enter a number without a time period shortcut, SDX Interest Rates will assume you are referring to days. So if you simply enter 10, the system will assume you mean 10 days. |
For more information on defining dates for a:
For a Brazilian Real Instrument using a futures expiry shortcut see Using a Futures Expiry Shortcut for a Brazilian Real Instrument.
Swaption see Defining Dates for a Swaption.
Callable swap see Defining Dates for a Callable Swap.
Cap/floor see Defining Dates for a Cap/Floor.
To enter a time period using a shortcut:
| 1. | Click the field to be filled. |
| 2. | If the field is not empty, delete its contents. |
| 3. | Type the required shortcut in the field. For a full list see Table 1. |
| 4. | To confirm the entry, do one of the following: |
Press <TAB> on the keyboard.
Press <Enter> on the keyboard.
Click anywhere in the SDX Interest Rates window outside of the field.
The desired field value(s) are displayed as relevant.
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If you enter this shortcut... |
Then the date is set to... |
So if the trade date is 3 Nov 2009 and you enter... |
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xy |
The xth calendar year after the trade date |
2y, then the date is set to 3 Nov 2011. |
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xw |
The xth week after the trade date |
3w, then the date is set to 24 Nov 2009. |
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xm |
The xth month after the trade date |
6m, then the date is set to 3 May 2010. |
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xd |
The xth day after the trade date |
10d, then the date is set to 13 Nov 2009. |
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qx |
The xth quarter of the defined year |
q310, then the date is set to 1 July 2010. q4094y for a swap in the Swap Term field, you get a 4-year swap starting on 1st October 2010. |
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e |
Exchange date for expiry of a Brazilian Real Swaption (see Defining Dates for a Swaption |
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spotxy Note that instead of y you can also use d or w or m.
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If you enter this in the Swap Term field then the start date is set to the spot date1 and the end date is set to the xth day/week/month/year after the start date. If you enter this in the Start Date or the End Date field then the date is set to the xth day/week/month/year after the spot date. |
spot3y in the Swap Term field, then the start date is set to 5 Nov 2009 and the end date is set to 5 Nov 2012. spot3y in the Start Date field, then the start date is set to 5 Nov 2012. |
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spot
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The spot date |
spot, then the date is set to 5 Nov 2009. |
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Future expiry shortcut together with a date
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The date of the defined futures expiry |
F18, the date will be set to the futures expiry date in January 2018. |