This section describes how to work with the Portfolio page.
The Portfolio page lets you price and analyze a portfolio (or group) of instruments simultaneously.
The Portfolio page (which opens with your default currency) contains a number of fields:
Some are automatically filled by the system with the market conventions depending on the instrument, currency and tenor. You can of course then edit these fields. For more information see Understanding the Market Conventions Used in SDX Interest Rates.
In some you enter data manually.
In some SDX Interest Rates enters the relevant market data (which it takes from the Curve pages, the Forward Rates page and the Volatility Surface page as relevant). You can of course then edit these fields.
Using this input data, SDX Interest Rates can then calculate the results for the instrument(s). The results are displayed for each instrument individually and for the entire portfolio.
The following topics are covered in this section:
Fields in the Single Option Page & the Portfolio Page.
Buttons in the Single Option Page & the Portfolio Page.
What Can be Done in the Portfolio Page?
What SDX Interest Rates Calculates.