This section describes the values calculated by SDX Interest Rates.
For each instrument, SDX Interest Rates calculates various values as relevant. Which values are calculated depends both on the instrument type and on which page or tool is currently open as follows:
In the Single Option page, results are calculated for an individual instrument.
In the Portfolio page, results are calculated:
For each of the multiple instruments individually.
For the portfolio as a whole for each relevant result, i.e., for results that can be added together (such as Market Price and DV01).
Risk Matrix tool.
Credit Check window.
While some results are common to all instrument types, others are only displayed for some of them, and some results are only displayed in certain of the windows. This section lists all results produced within the pricing pages and, where relevant, the Risk Matrix tool and the Credit Check window.
The calculated values are as follows: