mirror of
https://github.com/corda/corda.git
synced 2025-03-18 01:55:19 +00:00
Merge remote-tracking branch 'open/master' into kat-merge-20180508
This commit is contained in:
Katelyn Baker
commit
96ab22f1da
@ -2271,69 +2271,69 @@ public abstract class net.corda.core.node.services.vault.BaseSort extends java.l
|
||||
public static net.corda.core.node.services.vault.BinaryLogicalOperator[] values()
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##
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||||
@net.corda.core.serialization.CordaSerializable public final class net.corda.core.node.services.vault.Builder extends java.lang.Object
|
||||
@org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression avg(reflect.Field)
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@org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression avg(reflect.Field, List)
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||||
@org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression avg(reflect.Field, List, net.corda.core.node.services.vault.Sort$Direction)
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||||
@kotlin.Deprecated @org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression avg(reflect.Field)
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@kotlin.Deprecated @org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression avg(reflect.Field, List)
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||||
@kotlin.Deprecated @org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression avg(reflect.Field, List, net.corda.core.node.services.vault.Sort$Direction)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression avg(kotlin.reflect.KProperty1, List, net.corda.core.node.services.vault.Sort$Direction)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.ColumnPredicate$Between between(Comparable, Comparable)
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@org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression between(reflect.Field, Comparable, Comparable)
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@kotlin.Deprecated @org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression between(reflect.Field, Comparable, Comparable)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression between(kotlin.reflect.KProperty1, Comparable, Comparable)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.ColumnPredicate$BinaryComparison compare(net.corda.core.node.services.vault.BinaryComparisonOperator, Comparable)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression comparePredicate(reflect.Field, net.corda.core.node.services.vault.BinaryComparisonOperator, Comparable)
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@kotlin.Deprecated @org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression comparePredicate(reflect.Field, net.corda.core.node.services.vault.BinaryComparisonOperator, Comparable)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression comparePredicate(kotlin.reflect.KProperty1, net.corda.core.node.services.vault.BinaryComparisonOperator, Comparable)
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@org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression count(reflect.Field)
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@kotlin.Deprecated @org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression count(reflect.Field)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression count(kotlin.reflect.KProperty1)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.ColumnPredicate$EqualityComparison equal(Object)
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@org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression equal(reflect.Field, Object)
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@kotlin.Deprecated @org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression equal(reflect.Field, Object)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression equal(kotlin.reflect.KProperty1, Object)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression functionPredicate(reflect.Field, net.corda.core.node.services.vault.ColumnPredicate, List, net.corda.core.node.services.vault.Sort$Direction)
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@kotlin.Deprecated @org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression functionPredicate(reflect.Field, net.corda.core.node.services.vault.ColumnPredicate, List, net.corda.core.node.services.vault.Sort$Direction)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression functionPredicate(kotlin.reflect.KProperty1, net.corda.core.node.services.vault.ColumnPredicate, List, net.corda.core.node.services.vault.Sort$Direction)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.ColumnPredicate$BinaryComparison greaterThan(Comparable)
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@org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression greaterThan(reflect.Field, Comparable)
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@kotlin.Deprecated @org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression greaterThan(reflect.Field, Comparable)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression greaterThan(kotlin.reflect.KProperty1, Comparable)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.ColumnPredicate$BinaryComparison greaterThanOrEqual(Comparable)
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@org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression greaterThanOrEqual(reflect.Field, Comparable)
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@kotlin.Deprecated @org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression greaterThanOrEqual(reflect.Field, Comparable)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression greaterThanOrEqual(kotlin.reflect.KProperty1, Comparable)
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@org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression in(reflect.Field, Collection)
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@kotlin.Deprecated @org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression in(reflect.Field, Collection)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.ColumnPredicate$CollectionExpression in(Collection)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression in(kotlin.reflect.KProperty1, Collection)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.ColumnPredicate$NullExpression isNotNull()
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.ColumnPredicate$NullExpression isNull()
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@org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression isNull(reflect.Field)
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@kotlin.Deprecated @org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression isNull(reflect.Field)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression isNull(kotlin.reflect.KProperty1)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.ColumnPredicate$BinaryComparison lessThan(Comparable)
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@org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression lessThan(reflect.Field, Comparable)
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@kotlin.Deprecated @org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression lessThan(reflect.Field, Comparable)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression lessThan(kotlin.reflect.KProperty1, Comparable)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.ColumnPredicate$BinaryComparison lessThanOrEqual(Comparable)
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@org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression lessThanOrEqual(reflect.Field, Comparable)
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@kotlin.Deprecated @org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression lessThanOrEqual(reflect.Field, Comparable)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression lessThanOrEqual(kotlin.reflect.KProperty1, Comparable)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.ColumnPredicate$Likeness like(String)
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@org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression like(reflect.Field, String)
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@kotlin.Deprecated @org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression like(reflect.Field, String)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression like(kotlin.reflect.KProperty1, String)
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@org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression max(reflect.Field)
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@org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression max(reflect.Field, List)
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@org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression max(reflect.Field, List, net.corda.core.node.services.vault.Sort$Direction)
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@kotlin.Deprecated @org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression max(reflect.Field)
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@kotlin.Deprecated @org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression max(reflect.Field, List)
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@kotlin.Deprecated @org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression max(reflect.Field, List, net.corda.core.node.services.vault.Sort$Direction)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression max(kotlin.reflect.KProperty1, List, net.corda.core.node.services.vault.Sort$Direction)
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@org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression min(reflect.Field)
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@org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression min(reflect.Field, List)
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@org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression min(reflect.Field, List, net.corda.core.node.services.vault.Sort$Direction)
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@kotlin.Deprecated @org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression min(reflect.Field)
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@kotlin.Deprecated @org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression min(reflect.Field, List)
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@kotlin.Deprecated @org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression min(reflect.Field, List, net.corda.core.node.services.vault.Sort$Direction)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression min(kotlin.reflect.KProperty1, List, net.corda.core.node.services.vault.Sort$Direction)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.ColumnPredicate$EqualityComparison notEqual(Object)
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@org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression notEqual(reflect.Field, Object)
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@kotlin.Deprecated @org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression notEqual(reflect.Field, Object)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression notEqual(kotlin.reflect.KProperty1, Object)
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@org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression notIn(reflect.Field, Collection)
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@kotlin.Deprecated @org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression notIn(reflect.Field, Collection)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.ColumnPredicate$CollectionExpression notIn(Collection)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression notIn(kotlin.reflect.KProperty1, Collection)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.ColumnPredicate$Likeness notLike(String)
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@org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression notLike(reflect.Field, String)
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@kotlin.Deprecated @org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression notLike(reflect.Field, String)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression notLike(kotlin.reflect.KProperty1, String)
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@org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression notNull(reflect.Field)
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@kotlin.Deprecated @org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression notNull(reflect.Field)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression notNull(kotlin.reflect.KProperty1)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression predicate(reflect.Field, net.corda.core.node.services.vault.ColumnPredicate)
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@kotlin.Deprecated @org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression predicate(reflect.Field, net.corda.core.node.services.vault.ColumnPredicate)
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@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.CriteriaExpression$ColumnPredicateExpression predicate(kotlin.reflect.KProperty1, net.corda.core.node.services.vault.ColumnPredicate)
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||||
@org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression sum(reflect.Field)
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@org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression sum(reflect.Field, List)
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@org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression sum(reflect.Field, List, net.corda.core.node.services.vault.Sort$Direction)
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||||
@kotlin.Deprecated @org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression sum(reflect.Field)
|
||||
@kotlin.Deprecated @org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression sum(reflect.Field, List)
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||||
@kotlin.Deprecated @org.jetbrains.annotations.NotNull public static final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression sum(reflect.Field, List, net.corda.core.node.services.vault.Sort$Direction)
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||||
@org.jetbrains.annotations.NotNull public final net.corda.core.node.services.vault.CriteriaExpression$AggregateFunctionExpression sum(kotlin.reflect.KProperty1, List, net.corda.core.node.services.vault.Sort$Direction)
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||||
public static final net.corda.core.node.services.vault.Builder INSTANCE
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##
|
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@ -2344,7 +2344,7 @@ public abstract class net.corda.core.node.services.vault.BaseSort extends java.l
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||||
##
|
||||
@net.corda.core.serialization.CordaSerializable public final class net.corda.core.node.services.vault.Column extends java.lang.Object
|
||||
public <init>(String, Class)
|
||||
public <init>(reflect.Field)
|
||||
@kotlin.Deprecated public <init>(reflect.Field)
|
||||
public <init>(kotlin.reflect.KProperty1)
|
||||
@org.jetbrains.annotations.NotNull public final Class getDeclaringClass()
|
||||
@org.jetbrains.annotations.NotNull public final String getName()
|
||||
|
||||
15
.idea/compiler.xml
generated
15
.idea/compiler.xml
generated
@ -50,6 +50,12 @@
|
||||
<module name="confidential-identities_test" target="1.8" />
|
||||
<module name="corda-project-tools_main" target="1.8" />
|
||||
<module name="corda-project-tools_test" target="1.8" />
|
||||
<module name="contracts-states_integrationTest" target="1.8" />
|
||||
<module name="contracts-states_main" target="1.8" />
|
||||
<module name="contracts-states_test" target="1.8" />
|
||||
<module name="corda-core_integrationTest" target="1.8" />
|
||||
<module name="corda-core_smokeTest" target="1.8" />
|
||||
<module name="corda-finance_integrationTest" target="1.8" />
|
||||
<module name="corda-project_main" target="1.8" />
|
||||
<module name="corda-project_test" target="1.8" />
|
||||
<module name="cordapp-configuration_main" target="1.8" />
|
||||
@ -89,8 +95,11 @@
|
||||
<module name="finance_integrationTest" target="1.8" />
|
||||
<module name="finance_main" target="1.8" />
|
||||
<module name="finance_test" target="1.8" />
|
||||
<module name="flow-hook_main" target="1.8" />
|
||||
<module name="flow-hook_test" target="1.8" />
|
||||
<module name="flows_integrationTest" target="1.8" />
|
||||
<module name="flows_main" target="1.8" />
|
||||
<module name="flows_test" target="1.8" />
|
||||
<module name="gradle-plugins-cordapp_main" target="1.8" />
|
||||
<module name="gradle-plugins-cordapp_test" target="1.8" />
|
||||
<module name="graphs_main" target="1.8" />
|
||||
<module name="graphs_test" target="1.8" />
|
||||
<module name="intellij-plugin_main" target="1.8" />
|
||||
@ -213,4 +222,4 @@
|
||||
<component name="JavacSettings">
|
||||
<option name="ADDITIONAL_OPTIONS_STRING" value="-parameters" />
|
||||
</component>
|
||||
</project>
|
||||
</project>
|
||||
|
||||
@ -7,6 +7,8 @@ release, see :doc:`upgrade-notes`.
|
||||
Unreleased
|
||||
==========
|
||||
|
||||
* Fixed incorrect computation of ``totalStates`` from ``otherResults`` in ``NodeVaultService``.
|
||||
|
||||
* Refactor AMQP Serializer to pass context object down the serialization call hierarchy. Will allow per thread
|
||||
extensions to be set and used by the RPC work (Observable Context Key)
|
||||
|
||||
|
||||
@ -11,15 +11,31 @@
|
||||
package net.corda.docs
|
||||
|
||||
import net.corda.core.contracts.Amount
|
||||
import net.corda.core.contracts.ContractState
|
||||
import net.corda.core.identity.Party
|
||||
import net.corda.core.node.services.queryBy
|
||||
import net.corda.core.node.services.vault.DEFAULT_PAGE_NUM
|
||||
import net.corda.core.node.services.vault.DEFAULT_PAGE_SIZE
|
||||
import net.corda.core.node.services.vault.PageSpecification
|
||||
import net.corda.core.node.services.vault.QueryCriteria
|
||||
import net.corda.core.node.services.vault.builder
|
||||
import net.corda.core.utilities.OpaqueBytes
|
||||
import net.corda.core.utilities.getOrThrow
|
||||
import net.corda.finance.*
|
||||
import net.corda.docs.java.tutorial.helloworld.IOUFlow
|
||||
import net.corda.finance.CHF
|
||||
import net.corda.finance.DOLLARS
|
||||
import net.corda.finance.GBP
|
||||
import net.corda.finance.POUNDS
|
||||
import net.corda.finance.SWISS_FRANCS
|
||||
import net.corda.finance.USD
|
||||
import net.corda.finance.contracts.getCashBalances
|
||||
import net.corda.finance.flows.CashIssueFlow
|
||||
import net.corda.node.services.vault.VaultSchemaV1
|
||||
import net.corda.testing.core.singleIdentity
|
||||
import net.corda.testing.node.MockNetwork
|
||||
import net.corda.testing.node.StartedMockNode
|
||||
import org.assertj.core.api.Assertions.assertThat
|
||||
import org.assertj.core.api.Assertions.assertThatCode
|
||||
import org.junit.After
|
||||
import org.junit.Assert
|
||||
import org.junit.Before
|
||||
@ -34,7 +50,7 @@ class CustomVaultQueryTest {
|
||||
|
||||
@Before
|
||||
fun setup() {
|
||||
mockNet = MockNetwork(threadPerNode = true, cordappPackages = listOf("net.corda.finance", "net.corda.docs"))
|
||||
mockNet = MockNetwork(threadPerNode = true, cordappPackages = listOf("net.corda.finance", "net.corda.docs", "com.template"))
|
||||
nodeA = mockNet.createPartyNode()
|
||||
nodeB = mockNet.createPartyNode()
|
||||
nodeA.registerInitiatedFlow(TopupIssuerFlow.TopupIssuer::class.java)
|
||||
@ -46,6 +62,22 @@ class CustomVaultQueryTest {
|
||||
mockNet.stopNodes()
|
||||
}
|
||||
|
||||
@Test
|
||||
fun `query by max recorded time`() {
|
||||
|
||||
nodeA.startFlow(IOUFlow(1000, nodeB.info.singleIdentity())).getOrThrow()
|
||||
nodeA.startFlow(IOUFlow(500, nodeB.info.singleIdentity())).getOrThrow()
|
||||
|
||||
val max = builder { VaultSchemaV1.VaultStates::recordedTime.max() }
|
||||
val maxCriteria = QueryCriteria.VaultCustomQueryCriteria(max)
|
||||
|
||||
val results = nodeA.transaction {
|
||||
val pageSpecification = PageSpecification(pageNumber = DEFAULT_PAGE_NUM, pageSize = DEFAULT_PAGE_SIZE)
|
||||
nodeA.services.vaultService.queryBy<ContractState>(criteria = maxCriteria, paging = pageSpecification)
|
||||
}
|
||||
assertThatCode { results.otherResults.single() }.doesNotThrowAnyException()
|
||||
}
|
||||
|
||||
@Test
|
||||
fun `test custom vault query`() {
|
||||
// issue some cash in several currencies
|
||||
@ -92,4 +124,4 @@ class CustomVaultQueryTest {
|
||||
|
||||
return Pair(balancesNodesA, balancesNodesB)
|
||||
}
|
||||
}
|
||||
}
|
||||
@ -233,8 +233,8 @@ For each node, the ``runnodes`` script creates a node tab/window:
|
||||
|
||||
Logs can be found in : /Users/joeldudley/Desktop/cordapp-example/kotlin-source/build/nodes/PartyA/logs
|
||||
Database connection url is : jdbc:h2:tcp://localhost:59472/node
|
||||
Incoming connection address : localhost:10005
|
||||
Listening on port : 10005
|
||||
Incoming connection address : localhost:10007
|
||||
Listening on port : 10007
|
||||
Loaded CorDapps : corda-finance-corda-3.0, cordapp-example-0.1, corda-core-corda-3.0
|
||||
Node for "PartyA" started up and registered in 38.59 sec
|
||||
|
||||
@ -249,12 +249,12 @@ For every node except the notary, the script also creates a webserver terminal t
|
||||
.. sourcecode:: none
|
||||
|
||||
Logs can be found in /Users/username/Desktop/cordapp-example/kotlin-source/build/nodes/PartyA/logs/web
|
||||
Starting as webserver: localhost:10007
|
||||
Starting as webserver: localhost:10009
|
||||
Webserver started up in 42.02 sec
|
||||
|
||||
It usually takes around 60 seconds for the nodes to finish starting up. To ensure that all the nodes are running, you
|
||||
can query the 'status' end-point located at ``http://localhost:[port]/api/status`` (e.g.
|
||||
``http://localhost:10007/api/status`` for ``PartyA``).
|
||||
``http://localhost:10009/api/status`` for ``PartyA``).
|
||||
|
||||
Running the example CorDapp from IntelliJ
|
||||
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
|
||||
@ -275,9 +275,9 @@ Via HTTP
|
||||
~~~~~~~~
|
||||
The nodes' webservers run locally on the following ports:
|
||||
|
||||
* PartyA: ``localhost:10007``
|
||||
* PartyB: ``localhost:10010``
|
||||
* PartyC: ``localhost:10013``
|
||||
* PartyA: ``localhost:10009``
|
||||
* PartyB: ``localhost:10012``
|
||||
* PartyC: ``localhost:10015``
|
||||
|
||||
These ports are defined in each node's node.conf file under ``kotlin-source/build/nodes/NodeX/node.conf``.
|
||||
|
||||
@ -302,9 +302,9 @@ To create an IOU between PartyA and PartyB, run the following command from the c
|
||||
|
||||
.. sourcecode:: bash
|
||||
|
||||
curl -X PUT 'http://localhost:10007/api/example/create-iou?iouValue=1&partyName=O=PartyB,L=New%20York,C=US'
|
||||
curl -X PUT 'http://localhost:10009/api/example/create-iou?iouValue=1&partyName=O=PartyB,L=New%20York,C=US'
|
||||
|
||||
Note that both PartyA's port number (``10007``) and PartyB are referenced in the PUT request path. This command
|
||||
Note that both PartyA's port number (``10009``) and PartyB are referenced in the PUT request path. This command
|
||||
instructs PartyA to agree an IOU with PartyB. Once the process is complete, both nodes will have a signed, notarised
|
||||
copy of the IOU. PartyC will not.
|
||||
|
||||
@ -326,15 +326,15 @@ Assuming all went well, you can view the newly-created IOU by accessing the vaul
|
||||
|
||||
*Via the HTTP API:*
|
||||
|
||||
* PartyA's vault: Navigate to http://localhost:10007/api/example/ious
|
||||
* PartyB's vault: Navigate to http://localhost:10010/api/example/ious
|
||||
* PartyA's vault: Navigate to http://localhost:10009/api/example/ious
|
||||
* PartyB's vault: Navigate to http://localhost:10012/api/example/ious
|
||||
|
||||
*Via web/example:*
|
||||
|
||||
* PartyA: Navigate to http://localhost:10007/web/example and hit the "refresh" button
|
||||
* PartyA: Navigate to http://localhost:10010/web/example and hit the "refresh" button
|
||||
* PartyA: Navigate to http://localhost:10009/web/example and hit the "refresh" button
|
||||
* PartyA: Navigate to http://localhost:10012/web/example and hit the "refresh" button
|
||||
|
||||
The vault and web front-end of PartyC (at ``localhost:10013``) will not display any IOUs. This is because PartyC was
|
||||
The vault and web front-end of PartyC (at ``localhost:10015``) will not display any IOUs. This is because PartyC was
|
||||
not involved in this transaction.
|
||||
|
||||
Via the interactive shell (terminal only)
|
||||
@ -430,7 +430,7 @@ The nodes can be split across different machines and configured to communicate a
|
||||
|
||||
After deploying the nodes, navigate to the build folder (``kotlin-source/build/nodes``) and for each node that needs to
|
||||
be moved to another machine open its config file and change the Artemis messaging address to the IP address of the machine
|
||||
where the node will run (e.g. ``p2pAddress="10.18.0.166:10006"``).
|
||||
where the node will run (e.g. ``p2pAddress="10.18.0.166:10007"``).
|
||||
|
||||
These changes require new node-info files to be distributed amongst the nodes. Use the network bootstrapper tool
|
||||
(see :doc:`setting-up-a-corda-network` for more information on this and how to built it) to update the files and have
|
||||
|
||||
@ -405,7 +405,7 @@ class NodeVaultService(
|
||||
val count = builder { VaultSchemaV1.VaultStates::recordedTime.count() }
|
||||
val countCriteria = QueryCriteria.VaultCustomQueryCriteria(count, Vault.StateStatus.ALL)
|
||||
val results = queryBy(contractStateType, criteria.and(countCriteria))
|
||||
totalStates = results.otherResults[0] as Long
|
||||
totalStates = results.otherResults.last() as Long
|
||||
}
|
||||
|
||||
val session = getSession()
|
||||
|
||||
File diff suppressed because it is too large
Load Diff
@ -13,6 +13,7 @@ package net.corda.bank
|
||||
import joptsimple.OptionParser
|
||||
import net.corda.bank.api.BankOfCordaClientApi
|
||||
import net.corda.bank.api.BankOfCordaWebApi.IssueRequestParams
|
||||
import net.corda.cordform.CordappDependency
|
||||
import net.corda.cordform.CordformContext
|
||||
import net.corda.cordform.CordformDefinition
|
||||
import net.corda.core.contracts.Amount
|
||||
@ -35,7 +36,7 @@ private const val BOC_RPC_ADMIN_PORT = 10015
|
||||
private const val BOC_WEB_PORT = 10007
|
||||
|
||||
class BankOfCordaCordform : CordformDefinition() {
|
||||
// TODO: Readd finance dependency - will fail without it
|
||||
|
||||
init {
|
||||
node {
|
||||
name(NOTARY_NAME)
|
||||
@ -70,6 +71,10 @@ class BankOfCordaCordform : CordformDefinition() {
|
||||
}
|
||||
|
||||
override fun setup(context: CordformContext) = Unit
|
||||
|
||||
override fun getCordappDependencies(): List<CordappDependency> {
|
||||
return listOf(CordappDependency(":finance"))
|
||||
}
|
||||
}
|
||||
|
||||
object DeployNodes {
|
||||
|
||||
@ -16,10 +16,8 @@ apply plugin: 'java'
|
||||
apply plugin: 'kotlin'
|
||||
apply plugin: 'idea'
|
||||
apply plugin: 'net.corda.plugins.quasar-utils'
|
||||
apply plugin: 'net.corda.plugins.publish-utils'
|
||||
apply plugin: 'net.corda.plugins.cordapp'
|
||||
apply plugin: 'net.corda.plugins.cordformation'
|
||||
apply plugin: 'maven-publish'
|
||||
|
||||
sourceSets {
|
||||
integrationTest {
|
||||
@ -57,6 +55,8 @@ dependencies {
|
||||
|
||||
// The SIMM demo CorDapp depends upon Cash CorDapp features
|
||||
cordapp project(':finance')
|
||||
cordapp project(':samples:simm-valuation-demo:contracts-states')
|
||||
cordapp project(':samples:simm-valuation-demo:flows')
|
||||
|
||||
// Corda integration dependencies
|
||||
cordaCompile project(path: ":node:capsule", configuration: 'runtimeArtifacts')
|
||||
@ -96,6 +96,8 @@ task deployNodes(type: net.corda.plugins.Cordform, dependsOn: ['jar']) {
|
||||
notary = [validating : true]
|
||||
p2pPort 10002
|
||||
cordapp project(':finance')
|
||||
cordapp project(':samples:simm-valuation-demo:contracts-states')
|
||||
cordapp project(':samples:simm-valuation-demo:flows')
|
||||
rpcSettings {
|
||||
address "localhost:10014"
|
||||
adminAddress "localhost:10015"
|
||||
@ -115,6 +117,8 @@ task deployNodes(type: net.corda.plugins.Cordform, dependsOn: ['jar']) {
|
||||
adminAddress("localhost:10017")
|
||||
}
|
||||
cordapp project(':finance')
|
||||
cordapp project(':samples:simm-valuation-demo:contracts-states')
|
||||
cordapp project(':samples:simm-valuation-demo:flows')
|
||||
rpcUsers = ext.rpcUsers
|
||||
extraConfig = [
|
||||
custom: [
|
||||
@ -131,6 +135,8 @@ task deployNodes(type: net.corda.plugins.Cordform, dependsOn: ['jar']) {
|
||||
adminAddress("localhost:10027")
|
||||
}
|
||||
cordapp project(':finance')
|
||||
cordapp project(':samples:simm-valuation-demo:contracts-states')
|
||||
cordapp project(':samples:simm-valuation-demo:flows')
|
||||
rpcUsers = ext.rpcUsers
|
||||
extraConfig = [
|
||||
custom: [
|
||||
@ -147,6 +153,8 @@ task deployNodes(type: net.corda.plugins.Cordform, dependsOn: ['jar']) {
|
||||
adminAddress("localhost:10037")
|
||||
}
|
||||
cordapp project(':finance')
|
||||
cordapp project(':samples:simm-valuation-demo:contracts-states')
|
||||
cordapp project(':samples:simm-valuation-demo:flows')
|
||||
rpcUsers = ext.rpcUsers
|
||||
extraConfig = [
|
||||
custom: [
|
||||
@ -160,34 +168,3 @@ task integrationTest(type: Test, dependsOn: []) {
|
||||
testClassesDirs = sourceSets.integrationTest.output.classesDirs
|
||||
classpath = sourceSets.integrationTest.runtimeClasspath
|
||||
}
|
||||
|
||||
task scenarioTest(type: Test, dependsOn: []) {
|
||||
testClassesDirs = sourceSets.scenarioTest.output.classesDirs
|
||||
classpath = sourceSets.scenarioTest.runtimeClasspath
|
||||
}
|
||||
|
||||
task scenarioJar(type: Jar, dependsOn: classes) {
|
||||
classifier "behave-test"
|
||||
from sourceSets.scenarioTest.output
|
||||
}
|
||||
|
||||
publishing {
|
||||
publications {
|
||||
simmvaluationdemo(MavenPublication) {
|
||||
from components.java
|
||||
artifactId 'simmvaluationdemo'
|
||||
|
||||
artifact sourceJar
|
||||
artifact javadocJar
|
||||
artifact scenarioJar
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
jar {
|
||||
manifest {
|
||||
attributes(
|
||||
'Automatic-Module-Name': 'net.corda.samples.demos.simmvaluation'
|
||||
)
|
||||
}
|
||||
}
|
||||
|
||||
24
samples/simm-valuation-demo/contracts-states/build.gradle
Normal file
24
samples/simm-valuation-demo/contracts-states/build.gradle
Normal file
@ -0,0 +1,24 @@
|
||||
buildscript {
|
||||
ext.strata_version = '1.1.2'
|
||||
}
|
||||
|
||||
apply plugin: 'net.corda.plugins.cordapp'
|
||||
apply plugin: 'net.corda.plugins.cordformation'
|
||||
|
||||
dependencies {
|
||||
compile "org.jetbrains.kotlin:kotlin-stdlib-jdk8:$kotlin_version"
|
||||
|
||||
// The SIMM demo CorDapp depends upon Cash CorDapp features
|
||||
cordapp project(':finance')
|
||||
|
||||
// Corda integration dependencies
|
||||
cordaCompile project(path: ":node:capsule", configuration: 'runtimeArtifacts')
|
||||
cordaCompile project(':core')
|
||||
|
||||
|
||||
// Cordapp dependencies
|
||||
// Specify your cordapp's dependencies below, including dependent cordapps
|
||||
compile "com.opengamma.strata:strata-product:${strata_version}"
|
||||
compile "com.opengamma.strata:strata-market:${strata_version}"
|
||||
|
||||
}
|
||||
@ -0,0 +1,10 @@
|
||||
package net.corda.vega.analytics
|
||||
|
||||
/**
|
||||
*
|
||||
*/
|
||||
data class InitialMarginTriple(val first: Double, val second: Double, val third: Double) {
|
||||
companion object {
|
||||
fun zero() = InitialMarginTriple(0.0, 0.0, 0.0)
|
||||
}
|
||||
}
|
||||
33
samples/simm-valuation-demo/flows/build.gradle
Normal file
33
samples/simm-valuation-demo/flows/build.gradle
Normal file
@ -0,0 +1,33 @@
|
||||
buildscript {
|
||||
ext.strata_version = '1.1.2'
|
||||
}
|
||||
|
||||
apply plugin: 'net.corda.plugins.quasar-utils'
|
||||
apply plugin: 'net.corda.plugins.cordapp'
|
||||
apply plugin: 'net.corda.plugins.cordformation'
|
||||
|
||||
dependencies {
|
||||
compile "org.jetbrains.kotlin:kotlin-stdlib-jdk8:$kotlin_version"
|
||||
|
||||
// The SIMM demo CorDapp depends upon Cash CorDapp features
|
||||
cordapp project(':finance')
|
||||
cordapp project(':samples:simm-valuation-demo:contracts-states')
|
||||
|
||||
// Corda integration dependencies
|
||||
cordaCompile project(path: ":node:capsule", configuration: 'runtimeArtifacts')
|
||||
cordaCompile project(':core')
|
||||
|
||||
// Cordapp dependencies
|
||||
// Specify your cordapp's dependencies below, including dependent cordapps
|
||||
compile "com.opengamma.strata:strata-basics:${strata_version}"
|
||||
compile "com.opengamma.strata:strata-product:${strata_version}"
|
||||
compile "com.opengamma.strata:strata-data:${strata_version}"
|
||||
compile "com.opengamma.strata:strata-calc:${strata_version}"
|
||||
compile "com.opengamma.strata:strata-pricer:${strata_version}"
|
||||
compile "com.opengamma.strata:strata-report:${strata_version}"
|
||||
compile "com.opengamma.strata:strata-market:${strata_version}"
|
||||
compile "com.opengamma.strata:strata-collect:${strata_version}"
|
||||
compile "com.opengamma.strata:strata-loader:${strata_version}"
|
||||
compile "com.opengamma.strata:strata-math:${strata_version}"
|
||||
|
||||
}
|
||||
@ -30,14 +30,6 @@ import net.corda.core.utilities.contextLogger
|
||||
import net.corda.vega.flows.toCordaCompatible
|
||||
import java.time.LocalDate
|
||||
|
||||
/**
|
||||
*
|
||||
*/
|
||||
data class InitialMarginTriple(val first: Double, val second: Double, val third: Double) {
|
||||
companion object {
|
||||
fun zero() = InitialMarginTriple(0.0, 0.0, 0.0)
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Base class of analytics engine for running analytics on a portfolio.
|
||||
@ -0,0 +1,8 @@
|
||||
Valuation Date,Currency Pair,Value
|
||||
,,
|
||||
2016-06-06,EUR/USD,1.1355
|
||||
2016-06-06,GBP/USD,1.4442
|
||||
2016-06-06,USD/JPY,107.56
|
||||
2016-06-06,USD/CHF,0.9826
|
||||
2016-06-06,USD/CAD,1.3756
|
||||
2016-06-06,AUD/USD,0.7189
|
||||
|
@ -0,0 +1,151 @@
|
||||
Valuation Date,Symbology,Ticker,Field Name,Value
|
||||
,,,,
|
||||
2016-06-06,OG-Ticker,USD-OIS-3M,MarketValue,0.0039
|
||||
2016-06-06,OG-Ticker,USD-OIS-6M,MarketValue,0.0042
|
||||
2016-06-06,OG-Ticker,USD-OIS-1Y,MarketValue,0.0053
|
||||
2016-06-06,OG-Ticker,USD-OIS-2Y,MarketValue,0.0065
|
||||
2016-06-06,OG-Ticker,USD-OIS-3Y,MarketValue,0.0074
|
||||
2016-06-06,OG-Ticker,USD-OIS-5Y,MarketValue,0.0091
|
||||
2016-06-06,OG-Ticker,USD-OIS-10Y,MarketValue,0.0128
|
||||
2016-06-06,OG-Ticker,USD-OIS-15Y,MarketValue,0.0206
|
||||
2016-06-06,OG-Ticker,USD-OIS-20Y,MarketValue,0.0218
|
||||
2016-06-06,OG-Ticker,USD-OIS-30Y,MarketValue,0.0226
|
||||
2016-06-06,OG-Ticker,USD-Fixing-3M,MarketValue,0.006172
|
||||
2016-06-06,OG-Ticker,USD-IRS3M-6M,MarketValue,0.0059
|
||||
2016-06-06,OG-Ticker,USD-IRS3M-1Y,MarketValue,0.0072
|
||||
2016-06-06,OG-Ticker,USD-IRS3M-2Y,MarketValue,0.0099
|
||||
2016-06-06,OG-Ticker,USD-IRS3M-3Y,MarketValue,0.0122
|
||||
2016-06-06,OG-Ticker,USD-IRS3M-5Y,MarketValue,0.0155
|
||||
2016-06-06,OG-Ticker,USD-IRS3M-10Y,MarketValue,0.0208
|
||||
2016-06-06,OG-Ticker,USD-IRS3M-15Y,MarketValue,0.0233
|
||||
2016-06-06,OG-Ticker,USD-IRS3M-20Y,MarketValue,0.0245
|
||||
2016-06-06,OG-Ticker,USD-IRS3M-30Y,MarketValue,0.026
|
||||
2016-06-06,OG-Ticker,USD-Fixing-6M,MarketValue,0.007465
|
||||
2016-06-06,OG-Ticker,USD-IRS6M-1Y,MarketValue,0.0088
|
||||
2016-06-06,OG-Ticker,USD-IRS6M-2Y,MarketValue,0.0113
|
||||
2016-06-06,OG-Ticker,USD-IRS6M-3Y,MarketValue,0.0135
|
||||
2016-06-06,OG-Ticker,USD-IRS6M-5Y,MarketValue,0.0167
|
||||
2016-06-06,OG-Ticker,USD-IRS6M-10Y,MarketValue,0.022
|
||||
2016-06-06,OG-Ticker,USD-IRS6M-15Y,MarketValue,0.0245
|
||||
2016-06-06,OG-Ticker,USD-IRS6M-20Y,MarketValue,0.0257
|
||||
2016-06-06,OG-Ticker,USD-IRS6M-30Y,MarketValue,0.0272
|
||||
,,,,
|
||||
2016-06-06,OG-Ticker,EUR-OIS-3M,MarketValue,-0.0023
|
||||
2016-06-06,OG-Ticker,EUR-OIS-6M,MarketValue,-0.0025
|
||||
2016-06-06,OG-Ticker,EUR-OIS-1Y,MarketValue,-0.0027
|
||||
2016-06-06,OG-Ticker,EUR-OIS-2Y,MarketValue,-0.0028
|
||||
2016-06-06,OG-Ticker,EUR-OIS-3Y,MarketValue,-0.0024
|
||||
2016-06-06,OG-Ticker,EUR-OIS-5Y,MarketValue,-0.0001
|
||||
2016-06-06,OG-Ticker,EUR-OIS-10Y,MarketValue,0.0064
|
||||
2016-06-06,OG-Ticker,EUR-OIS-15Y,MarketValue,0.0106
|
||||
2016-06-06,OG-Ticker,EUR-OIS-20Y,MarketValue,0.0126
|
||||
2016-06-06,OG-Ticker,EUR-OIS-30Y,MarketValue,0.0133
|
||||
2016-06-06,OG-Ticker,EUR-Fixing-3M,MarketValue,-0.00128
|
||||
2016-06-06,OG-Ticker,EUR-IRS3M-6M,MarketValue,-0.0015
|
||||
2016-06-06,OG-Ticker,EUR-IRS3M-1Y,MarketValue,-0.0017
|
||||
2016-06-06,OG-Ticker,EUR-IRS3M-2Y,MarketValue,-0.0018
|
||||
2016-06-06,OG-Ticker,EUR-IRS3M-3Y,MarketValue,-0.0012
|
||||
2016-06-06,OG-Ticker,EUR-IRS3M-5Y,MarketValue,0.0011
|
||||
2016-06-06,OG-Ticker,EUR-IRS3M-10Y,MarketValue,0.0077
|
||||
2016-06-06,OG-Ticker,EUR-IRS3M-15Y,MarketValue,0.0119
|
||||
2016-06-06,OG-Ticker,EUR-IRS3M-20Y,MarketValue,0.0138
|
||||
2016-06-06,OG-Ticker,EUR-IRS3M-30Y,MarketValue,0.0144
|
||||
2016-06-06,OG-Ticker,EUR-Fixing-6M,MarketValue,-0.00038
|
||||
2016-06-06,OG-Ticker,EUR-IRS6M-1Y,MarketValue,-0.0007
|
||||
2016-06-06,OG-Ticker,EUR-IRS6M-2Y,MarketValue,-0.0007
|
||||
2016-06-06,OG-Ticker,EUR-IRS6M-3Y,MarketValue,0
|
||||
2016-06-06,OG-Ticker,EUR-IRS6M-5Y,MarketValue,0.0023
|
||||
2016-06-06,OG-Ticker,EUR-IRS6M-10Y,MarketValue,0.0087
|
||||
2016-06-06,OG-Ticker,EUR-IRS6M-15Y,MarketValue,0.0127
|
||||
2016-06-06,OG-Ticker,EUR-IRS6M-20Y,MarketValue,0.0144
|
||||
2016-06-06,OG-Ticker,EUR-IRS6M-30Y,MarketValue,0.0148
|
||||
,,,,
|
||||
2016-06-06,OG-Ticker,GBP-OIS-3M,MarketValue,0.0047
|
||||
2016-06-06,OG-Ticker,GBP-OIS-6M,MarketValue,0.0049
|
||||
2016-06-06,OG-Ticker,GBP-OIS-1Y,MarketValue,0.0054
|
||||
2016-06-06,OG-Ticker,GBP-OIS-2Y,MarketValue,0.0071
|
||||
2016-06-06,OG-Ticker,GBP-OIS-3Y,MarketValue,0.0085
|
||||
2016-06-06,OG-Ticker,GBP-OIS-5Y,MarketValue,0.011
|
||||
2016-06-06,OG-Ticker,GBP-OIS-10Y,MarketValue,0.0155
|
||||
2016-06-06,OG-Ticker,GBP-OIS-15Y,MarketValue,0.0178
|
||||
2016-06-06,OG-Ticker,GBP-OIS-20Y,MarketValue,0.0186
|
||||
2016-06-06,OG-Ticker,GBP-OIS-30Y,MarketValue,0.0186
|
||||
2016-06-06,OG-Ticker,GBP-Fixing-3M,MarketValue,0.0058575
|
||||
2016-06-06,OG-Ticker,GBP-IRS3M-6M,MarketValue,0.0061
|
||||
2016-06-06,OG-Ticker,GBP-IRS3M-1Y,MarketValue,0.0068
|
||||
2016-06-06,OG-Ticker,GBP-IRS3M-2Y,MarketValue,0.0086
|
||||
2016-06-06,OG-Ticker,GBP-IRS3M-3Y,MarketValue,0.0103
|
||||
2016-06-06,OG-Ticker,GBP-IRS3M-5Y,MarketValue,0.0129
|
||||
2016-06-06,OG-Ticker,GBP-IRS3M-10Y,MarketValue,0.0173
|
||||
2016-06-06,OG-Ticker,GBP-IRS3M-15Y,MarketValue,0.0194
|
||||
2016-06-06,OG-Ticker,GBP-IRS3M-20Y,MarketValue,0.0002
|
||||
2016-06-06,OG-Ticker,GBP-IRS3M-30Y,MarketValue,0.0198
|
||||
2016-06-06,OG-Ticker,GBP-Fixing-6M,MarketValue,0.0074438
|
||||
2016-06-06,OG-Ticker,GBP-IRS6M-1Y,MarketValue,0.0081
|
||||
2016-06-06,OG-Ticker,GBP-IRS6M-2Y,MarketValue,0.0098
|
||||
2016-06-06,OG-Ticker,GBP-IRS6M-3Y,MarketValue,0.0115
|
||||
2016-06-06,OG-Ticker,GBP-IRS6M-5Y,MarketValue,0.0142
|
||||
2016-06-06,OG-Ticker,GBP-IRS6M-10Y,MarketValue,0.0186
|
||||
2016-06-06,OG-Ticker,GBP-IRS6M-15Y,MarketValue,0.0204
|
||||
2016-06-06,OG-Ticker,GBP-IRS6M-20Y,MarketValue,0.0208
|
||||
2016-06-06,OG-Ticker,GBP-IRS6M-30Y,MarketValue,0.0204
|
||||
,,,,
|
||||
2016-06-06,OG-Ticker,JPY-OIS-3M,MarketValue,0.0007
|
||||
2016-06-06,OG-Ticker,JPY-OIS-6M,MarketValue,0.0006
|
||||
2016-06-06,OG-Ticker,JPY-OIS-1Y,MarketValue,0.0005
|
||||
2016-06-06,OG-Ticker,JPY-OIS-2Y,MarketValue,0.0004
|
||||
2016-06-06,OG-Ticker,JPY-OIS-3Y,MarketValue,0.0003
|
||||
2016-06-06,OG-Ticker,JPY-OIS-5Y,MarketValue,0.0008
|
||||
2016-06-06,OG-Ticker,JPY-OIS-10Y,MarketValue,0.0033
|
||||
2016-06-06,OG-Ticker,JPY-OIS-15Y,MarketValue,0.0066
|
||||
2016-06-06,OG-Ticker,JPY-OIS-20Y,MarketValue,0.0093
|
||||
2016-06-06,OG-Ticker,JPY-OIS-30Y,MarketValue,0.0115
|
||||
2016-06-06,OG-Ticker,JPY-Fixing-3M,MarketValue,0.0007643
|
||||
2016-06-06,OG-Ticker,JPY-IRS3M-6M,MarketValue,0.0008
|
||||
2016-06-06,OG-Ticker,JPY-IRS3M-1Y,MarketValue,0.0007
|
||||
2016-06-06,OG-Ticker,JPY-IRS3M-2Y,MarketValue,0.0006
|
||||
2016-06-06,OG-Ticker,JPY-IRS3M-3Y,MarketValue,0.0006
|
||||
2016-06-06,OG-Ticker,JPY-IRS3M-5Y,MarketValue,0.0013
|
||||
2016-06-06,OG-Ticker,JPY-IRS3M-10Y,MarketValue,0.004
|
||||
2016-06-06,OG-Ticker,JPY-IRS3M-15Y,MarketValue,0.0075
|
||||
2016-06-06,OG-Ticker,JPY-IRS3M-20Y,MarketValue,0.0101
|
||||
2016-06-06,OG-Ticker,JPY-IRS3M-30Y,MarketValue,0.0125
|
||||
2016-06-06,OG-Ticker,JPY-Fixing-6M,MarketValue,0.0011714
|
||||
2016-06-06,OG-Ticker,JPY-IRS6M-1Y,MarketValue,0.0011
|
||||
2016-06-06,OG-Ticker,JPY-IRS6M-2Y,MarketValue,0.001
|
||||
2016-06-06,OG-Ticker,JPY-IRS6M-3Y,MarketValue,0.001
|
||||
2016-06-06,OG-Ticker,JPY-IRS6M-5Y,MarketValue,0.0017
|
||||
2016-06-06,OG-Ticker,JPY-IRS6M-10Y,MarketValue,0.0045
|
||||
2016-06-06,OG-Ticker,JPY-IRS6M-15Y,MarketValue,0.0079
|
||||
2016-06-06,OG-Ticker,JPY-IRS6M-20Y,MarketValue,0.0105
|
||||
2016-06-06,OG-Ticker,JPY-IRS6M-30Y,MarketValue,0.0128
|
||||
,,,,
|
||||
2016-06-06,OG-Ticker,CHF-OIS-3M,MarketValue,-0.0062
|
||||
2016-06-06,OG-Ticker,CHF-OIS-6M,MarketValue,-0.0063
|
||||
2016-06-06,OG-Ticker,CHF-OIS-1Y,MarketValue,-0.0068
|
||||
2016-06-06,OG-Ticker,CHF-OIS-2Y,MarketValue,-0.0072
|
||||
2016-06-06,OG-Ticker,CHF-OIS-3Y,MarketValue,-0.0068
|
||||
2016-06-06,OG-Ticker,CHF-OIS-5Y,MarketValue,-0.0049
|
||||
2016-06-06,OG-Ticker,CHF-OIS-10Y,MarketValue,0.001
|
||||
2016-06-06,OG-Ticker,CHF-OIS-15Y,MarketValue,0.0045
|
||||
2016-06-06,OG-Ticker,CHF-OIS-20Y,MarketValue,0.0075
|
||||
2016-06-06,OG-Ticker,CHF-OIS-30Y,MarketValue,0.0082
|
||||
2016-06-06,OG-Ticker,CHF-Fixing-3M,MarketValue,-0.00767
|
||||
2016-06-06,OG-Ticker,CHF-IRS3M-6M,MarketValue,-0.00805
|
||||
2016-06-06,OG-Ticker,CHF-IRS3M-1Y,MarketValue,-0.0085
|
||||
2016-06-06,OG-Ticker,CHF-IRS3M-2Y,MarketValue,-0.0087
|
||||
2016-06-06,OG-Ticker,CHF-IRS3M-3Y,MarketValue,-0.0083
|
||||
2016-06-06,OG-Ticker,CHF-IRS3M-5Y,MarketValue,-0.0064
|
||||
2016-06-06,OG-Ticker,CHF-IRS3M-10Y,MarketValue,-0.0005
|
||||
2016-06-06,OG-Ticker,CHF-IRS3M-15Y,MarketValue,0.003
|
||||
2016-06-06,OG-Ticker,CHF-IRS3M-20Y,MarketValue,0.006
|
||||
2016-06-06,OG-Ticker,CHF-IRS3M-30Y,MarketValue,0.0067
|
||||
2016-06-06,OG-Ticker,CHF-Fixing-6M,MarketValue,-0.00715
|
||||
2016-06-06,OG-Ticker,CHF-IRS6M-1Y,MarketValue,-0.0076
|
||||
2016-06-06,OG-Ticker,CHF-IRS6M-2Y,MarketValue,-0.0076
|
||||
2016-06-06,OG-Ticker,CHF-IRS6M-3Y,MarketValue,-0.007
|
||||
2016-06-06,OG-Ticker,CHF-IRS6M-5Y,MarketValue,-0.0048
|
||||
2016-06-06,OG-Ticker,CHF-IRS6M-10Y,MarketValue,0.001
|
||||
2016-06-06,OG-Ticker,CHF-IRS6M-15Y,MarketValue,0.0042
|
||||
2016-06-06,OG-Ticker,CHF-IRS6M-20Y,MarketValue,0.006
|
||||
2016-06-06,OG-Ticker,CHF-IRS6M-30Y,MarketValue,0.0075
|
||||
|
@ -0,0 +1,5 @@
|
||||
Group Name,Curve Type,Reference,Curve Name
|
||||
EUR-DSCONOIS-E3BS-E6IRS,Discount,EUR,EUR-DSCON-OIS
|
||||
EUR-DSCONOIS-E3BS-E6IRS,Forward,EUR-EONIA,EUR-DSCON-OIS
|
||||
EUR-DSCONOIS-E3BS-E6IRS,Forward,EUR-EURIBOR-3M,EUR-EURIBOR3M-BS
|
||||
EUR-DSCONOIS-E3BS-E6IRS,Forward,EUR-EURIBOR-6M,EUR-EURIBOR6M-IRS
|
||||
|
@ -0,0 +1,41 @@
|
||||
Curve Name,Label,Symbology,Ticker,Field Name,Type,Convention,Time,Date,Min Gap,Clash Action,Spread
|
||||
,,,,,,,,,,,
|
||||
EUR-DSCON-OIS,OIS-1M,OG-Ticker,EUR-OIS-1M,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS,1M,,,,
|
||||
EUR-DSCON-OIS,OIS-2M,OG-Ticker,EUR-OIS-2M,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS,2M,,,,
|
||||
EUR-DSCON-OIS,OIS-3M,OG-Ticker,EUR-OIS-3M,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS,3M,,,,
|
||||
EUR-DSCON-OIS,OIS-6M,OG-Ticker,EUR-OIS-6M,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS,6M,,,,
|
||||
EUR-DSCON-OIS,OIS-1Y,OG-Ticker,EUR-OIS-1Y,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS,1Y,,,,
|
||||
EUR-DSCON-OIS,OIS-2Y,OG-Ticker,EUR-OIS-2Y,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS,2Y,,,,
|
||||
EUR-DSCON-OIS,OIS-3Y,OG-Ticker,EUR-OIS-3Y,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS,3Y,,,,
|
||||
EUR-DSCON-OIS,OIS-4Y,OG-Ticker,EUR-OIS-4Y,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS,4Y,,,,
|
||||
EUR-DSCON-OIS,OIS-5Y,OG-Ticker,EUR-OIS-5Y,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS,5Y,,,,
|
||||
EUR-DSCON-OIS,OIS-7Y,OG-Ticker,EUR-OIS-7Y,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS,7Y,,,,
|
||||
EUR-DSCON-OIS,OIS-10Y,OG-Ticker,EUR-OIS-10Y,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS,10Y,,,,
|
||||
EUR-DSCON-OIS,OIS-15Y,OG-Ticker,EUR-OIS-15Y,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS,15Y,,,,
|
||||
EUR-DSCON-OIS,OIS-20Y,OG-Ticker,EUR-OIS-20Y,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS,20Y,,,,
|
||||
EUR-DSCON-OIS,OIS-30Y,OG-Ticker,EUR-OIS-30Y,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS,30Y,,,,
|
||||
,,,,,,,,,,,
|
||||
EUR-EURIBOR3M-BS,FIX-3M,OG-Ticker,EUR-FIX-EURIBOR3M,MarketValue,FIX,EUR-EURIBOR-3M,,,,,
|
||||
EUR-EURIBOR3M-BS,FRA-3Mx6M,OG-Ticker,EUR-FRA-3Mx6M,MarketValue,FRA,EUR-EURIBOR-3M,3Mx6M,,,,
|
||||
EUR-EURIBOR3M-BS,BS-1Y,OG-Ticker,EUR-BS3M6M-1Y,MarketValue,BS3,EUR-FIXED-1Y-EURIBOR-3M-EURIBOR-6M,1Y,,,,
|
||||
EUR-EURIBOR3M-BS,BS-2Y,OG-Ticker,EUR-BS3M6M-2Y,MarketValue,BS3,EUR-FIXED-1Y-EURIBOR-3M-EURIBOR-6M,2Y,,,,
|
||||
EUR-EURIBOR3M-BS,BS-3Y,OG-Ticker,EUR-BS3M6M-3Y,MarketValue,BS3,EUR-FIXED-1Y-EURIBOR-3M-EURIBOR-6M,3Y,,,,
|
||||
EUR-EURIBOR3M-BS,BS-4Y,OG-Ticker,EUR-BS3M6M-4Y,MarketValue,BS3,EUR-FIXED-1Y-EURIBOR-3M-EURIBOR-6M,4Y,,,,
|
||||
EUR-EURIBOR3M-BS,BS-5Y,OG-Ticker,EUR-BS3M6M-5Y,MarketValue,BS3,EUR-FIXED-1Y-EURIBOR-3M-EURIBOR-6M,5Y,,,,
|
||||
EUR-EURIBOR3M-BS,BS-7Y,OG-Ticker,EUR-BS3M6M-7Y,MarketValue,BS3,EUR-FIXED-1Y-EURIBOR-3M-EURIBOR-6M,7Y,,,,
|
||||
EUR-EURIBOR3M-BS,BS-10Y,OG-Ticker,EUR-BS3M6M-10Y,MarketValue,BS3,EUR-FIXED-1Y-EURIBOR-3M-EURIBOR-6M,10Y,,,,
|
||||
EUR-EURIBOR3M-BS,BS-15Y,OG-Ticker,EUR-BS3M6M-15Y,MarketValue,BS3,EUR-FIXED-1Y-EURIBOR-3M-EURIBOR-6M,15Y,,,,
|
||||
EUR-EURIBOR3M-BS,BS-20Y,OG-Ticker,EUR-BS3M6M-20Y,MarketValue,BS3,EUR-FIXED-1Y-EURIBOR-3M-EURIBOR-6M,20Y,,,,
|
||||
EUR-EURIBOR3M-BS,BS-30Y,OG-Ticker,EUR-BS3M6M-30Y,MarketValue,BS3,EUR-FIXED-1Y-EURIBOR-3M-EURIBOR-6M,30Y,,,,
|
||||
,,,,,,,,,,,
|
||||
EUR-EURIBOR6M-IRS,FIX-6M,OG-Ticker,EUR-FIX-EURIBOR6M,MarketValue,FIX,EUR-EURIBOR-6M,,,,,
|
||||
EUR-EURIBOR6M-IRS,FRA-6Mx12M,OG-Ticker,EUR-FRA-6Mx12M,MarketValue,FRA,EUR-EURIBOR-6M,6Mx12M,,,,
|
||||
EUR-EURIBOR6M-IRS,IRS-2Y,OG-Ticker,EUR-IRS6M-2Y,MarketValue,IRS,EUR-FIXED-1Y-EURIBOR-6M,2Y,,,,
|
||||
EUR-EURIBOR6M-IRS,IRS-3Y,OG-Ticker,EUR-IRS6M-3Y,MarketValue,IRS,EUR-FIXED-1Y-EURIBOR-6M,3Y,,,,
|
||||
EUR-EURIBOR6M-IRS,IRS-4Y,OG-Ticker,EUR-IRS6M-4Y,MarketValue,IRS,EUR-FIXED-1Y-EURIBOR-6M,4Y,,,,
|
||||
EUR-EURIBOR6M-IRS,IRS-5Y,OG-Ticker,EUR-IRS6M-5Y,MarketValue,IRS,EUR-FIXED-1Y-EURIBOR-6M,5Y,,,,
|
||||
EUR-EURIBOR6M-IRS,IRS-7Y,OG-Ticker,EUR-IRS6M-7Y,MarketValue,IRS,EUR-FIXED-1Y-EURIBOR-6M,7Y,,,,
|
||||
EUR-EURIBOR6M-IRS,IRS-10Y,OG-Ticker,EUR-IRS6M-10Y,MarketValue,IRS,EUR-FIXED-1Y-EURIBOR-6M,10Y,,,,
|
||||
EUR-EURIBOR6M-IRS,IRS-15Y,OG-Ticker,EUR-IRS6M-15Y,MarketValue,IRS,EUR-FIXED-1Y-EURIBOR-6M,15Y,,,,
|
||||
EUR-EURIBOR6M-IRS,IRS-20Y,OG-Ticker,EUR-IRS6M-20Y,MarketValue,IRS,EUR-FIXED-1Y-EURIBOR-6M,20Y,,,,
|
||||
EUR-EURIBOR6M-IRS,IRS-30Y,OG-Ticker,EUR-IRS6M-30Y,MarketValue,IRS,EUR-FIXED-1Y-EURIBOR-6M,30Y,,,,
|
||||
|
@ -0,0 +1,4 @@
|
||||
Curve Name,Value Type,Day Count,Interpolator,Left Extrapolator,Right Extrapolator
|
||||
EUR-DSCON-OIS,Zero,Act/365F,Linear,Flat,Flat
|
||||
EUR-EURIBOR3M-BS,Zero,Act/365F,Linear,Flat,Flat
|
||||
EUR-EURIBOR6M-IRS,Zero,Act/365F,Linear,Flat,Flat
|
||||
|
@ -0,0 +1,33 @@
|
||||
Curve Name,Label,Symbology,Ticker,Field Name,Type,Convention,Time,Date,Min Gap,Clash Action,Spread
|
||||
,,,,,,,,,,,
|
||||
USD-Disc-CCP2,1M,OG-Ticker,USD-OIS-1M-CCP2,MarketValue,OIS,USD-FIXED-TERM-FED-FUND-OIS,1M,,,,
|
||||
USD-Disc-CCP2,2M,OG-Ticker,USD-OIS-2M-CCP2,MarketValue,OIS,USD-FIXED-TERM-FED-FUND-OIS,2M,,,,
|
||||
USD-Disc-CCP2,3M,OG-Ticker,USD-OIS-3M-CCP2,MarketValue,OIS,USD-FIXED-TERM-FED-FUND-OIS,3M,,,,
|
||||
USD-Disc-CCP2,6M,OG-Ticker,USD-OIS-6M-CCP2,MarketValue,OIS,USD-FIXED-TERM-FED-FUND-OIS,6M,,,,
|
||||
USD-Disc-CCP2,9M,OG-Ticker,USD-OIS-9M-CCP2,MarketValue,OIS,USD-FIXED-TERM-FED-FUND-OIS,9M,,,,
|
||||
USD-Disc-CCP2,1Y,OG-Ticker,USD-OIS-1Y-CCP2,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,1Y,,,,
|
||||
USD-Disc-CCP2,2Y,OG-Ticker,USD-OIS-2Y-CCP2,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,2Y,,,,
|
||||
USD-Disc-CCP2,3Y,OG-Ticker,USD-OIS-3Y-CCP2,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,3Y,,,,
|
||||
USD-Disc-CCP2,4Y,OG-Ticker,USD-OIS-4Y-CCP2,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,4Y,,,,
|
||||
USD-Disc-CCP2,5Y,OG-Ticker,USD-OIS-5Y-CCP2,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,5Y,,,,
|
||||
USD-Disc-CCP2,6Y,OG-Ticker,USD-OIS-6Y-CCP2,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,6Y,,,,
|
||||
USD-Disc-CCP2,7Y,OG-Ticker,USD-OIS-7Y-CCP2,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,7Y,,,,
|
||||
USD-Disc-CCP2,8Y,OG-Ticker,USD-OIS-8Y-CCP2,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,8Y,,,,
|
||||
USD-Disc-CCP2,9Y,OG-Ticker,USD-OIS-9Y-CCP2,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,9Y,,,,
|
||||
USD-Disc-CCP2,10Y,OG-Ticker,USD-OIS-10Y-CCP2,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,10Y,,,,
|
||||
,,,,,,,,,,,
|
||||
USD-3ML-CCP2,3M,OG-Ticker,USD-Fixing-3M-CCP2,MarketValue,FIX,USD-LIBOR-3M,,,,,
|
||||
USD-3ML-CCP2,6M,OG-Ticker,USD-FRA-3Mx6M-CCP2,MarketValue,FRA,USD-LIBOR-3M,3Mx6M,,,,
|
||||
USD-3ML-CCP2,9M,OG-Ticker,USD-FRA-6Mx9M-CCP2,MarketValue,FRA,USD-LIBOR-3M,6Mx9M,,,,
|
||||
USD-3ML-CCP2,1Y,OG-Ticker,USD-IRS3M-1Y-CCP2,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,1Y,,,,
|
||||
USD-3ML-CCP2,2Y,OG-Ticker,USD-IRS3M-2Y-CCP2,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,2Y,,,,
|
||||
USD-3ML-CCP2,3Y,OG-Ticker,USD-IRS3M-3Y-CCP2,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,3Y,,,,
|
||||
USD-3ML-CCP2,4Y,OG-Ticker,USD-IRS3M-4Y-CCP2,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,4Y,,,,
|
||||
USD-3ML-CCP2,5Y,OG-Ticker,USD-IRS3M-5Y-CCP2,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,5Y,,,,
|
||||
USD-3ML-CCP2,7Y,OG-Ticker,USD-IRS3M-7Y-CCP2,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,7Y,,,,
|
||||
USD-3ML-CCP2,10Y,OG-Ticker,USD-IRS3M-10Y-CCP2,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,10Y,,,,
|
||||
USD-3ML-CCP2,12Y,OG-Ticker,USD-IRS3M-12Y-CCP2,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,12Y,,,,
|
||||
USD-3ML-CCP2,15Y,OG-Ticker,USD-IRS3M-15Y-CCP2,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,15Y,,,,
|
||||
USD-3ML-CCP2,20Y,OG-Ticker,USD-IRS3M-20Y-CCP2,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,20Y,,,,
|
||||
USD-3ML-CCP2,25Y,OG-Ticker,USD-IRS3M-25Y-CCP2,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,25Y,,,,
|
||||
USD-3ML-CCP2,30Y,OG-Ticker,USD-IRS3M-30Y-CCP2,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,30Y,,,,
|
||||
|
@ -0,0 +1,41 @@
|
||||
Curve Name,Label,Symbology,Ticker,Field Name,Type,Convention,Time,Date,Min Gap,Clash Action,Spread
|
||||
,,,,,,,,,,,
|
||||
EUR-DSCON-OIS,OIS-1M,OG-Ticker,EUR-OIS-1M,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS,1M,,,,
|
||||
EUR-DSCON-OIS,OIS-2M,OG-Ticker,EUR-OIS-2M,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS,2M,,,,
|
||||
EUR-DSCON-OIS,OIS-3M,OG-Ticker,EUR-OIS-3M,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS,3M,,,,
|
||||
EUR-DSCON-OIS,OIS-6M,OG-Ticker,EUR-OIS-6M,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS,6M,,,,
|
||||
EUR-DSCON-OIS,OIS-1Y,OG-Ticker,EUR-OIS-1Y,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS,1Y,,,,
|
||||
EUR-DSCON-OIS,OIS-2Y,OG-Ticker,EUR-OIS-2Y,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS,2Y,,,,
|
||||
EUR-DSCON-OIS,OIS-3Y,OG-Ticker,EUR-OIS-3Y,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS,3Y,,,,
|
||||
EUR-DSCON-OIS,OIS-4Y,OG-Ticker,EUR-OIS-4Y,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS,4Y,,,,
|
||||
EUR-DSCON-OIS,OIS-5Y,OG-Ticker,EUR-OIS-5Y,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS,5Y,,,,
|
||||
EUR-DSCON-OIS,OIS-7Y,OG-Ticker,EUR-OIS-7Y,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS,7Y,,,,
|
||||
EUR-DSCON-OIS,OIS-10Y,OG-Ticker,EUR-OIS-10Y,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS,10Y,,,,
|
||||
EUR-DSCON-OIS,OIS-15Y,OG-Ticker,EUR-OIS-15Y,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS,15Y,,,,
|
||||
EUR-DSCON-OIS,OIS-20Y,OG-Ticker,EUR-OIS-20Y,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS,20Y,,,,
|
||||
EUR-DSCON-OIS,OIS-30Y,OG-Ticker,EUR-OIS-30Y,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS,30Y,,,,
|
||||
,,,,,,,,,,,
|
||||
EUR-EURIBOR3M-BS,FIX-3M,OG-Ticker,EUR-FIX-EURIBOR3M,MarketValue,FIX,EUR-EURIBOR-3M,,,,,
|
||||
EUR-EURIBOR3M-BS,FRA-3Mx6M,OG-Ticker,EUR-FRA-3Mx6M,MarketValue,FRA,EUR-EURIBOR-3M,3Mx6M,,,,
|
||||
EUR-EURIBOR3M-BS,BS-1Y,OG-Ticker,EUR-BS3M6M-1Y,MarketValue,BS3,EUR-FIXED-1Y-EURIBOR-3M-EURIBOR-6M,1Y,,,,
|
||||
EUR-EURIBOR3M-BS,BS-2Y,OG-Ticker,EUR-BS3M6M-2Y,MarketValue,BS3,EUR-FIXED-1Y-EURIBOR-3M-EURIBOR-6M,2Y,,,,
|
||||
EUR-EURIBOR3M-BS,BS-3Y,OG-Ticker,EUR-BS3M6M-3Y,MarketValue,BS3,EUR-FIXED-1Y-EURIBOR-3M-EURIBOR-6M,3Y,,,,
|
||||
EUR-EURIBOR3M-BS,BS-4Y,OG-Ticker,EUR-BS3M6M-4Y,MarketValue,BS3,EUR-FIXED-1Y-EURIBOR-3M-EURIBOR-6M,4Y,,,,
|
||||
EUR-EURIBOR3M-BS,BS-5Y,OG-Ticker,EUR-BS3M6M-5Y,MarketValue,BS3,EUR-FIXED-1Y-EURIBOR-3M-EURIBOR-6M,5Y,,,,
|
||||
EUR-EURIBOR3M-BS,BS-7Y,OG-Ticker,EUR-BS3M6M-7Y,MarketValue,BS3,EUR-FIXED-1Y-EURIBOR-3M-EURIBOR-6M,7Y,,,,
|
||||
EUR-EURIBOR3M-BS,BS-10Y,OG-Ticker,EUR-BS3M6M-10Y,MarketValue,BS3,EUR-FIXED-1Y-EURIBOR-3M-EURIBOR-6M,10Y,,,,
|
||||
EUR-EURIBOR3M-BS,BS-15Y,OG-Ticker,EUR-BS3M6M-15Y,MarketValue,BS3,EUR-FIXED-1Y-EURIBOR-3M-EURIBOR-6M,15Y,,,,
|
||||
EUR-EURIBOR3M-BS,BS-20Y,OG-Ticker,EUR-BS3M6M-20Y,MarketValue,BS3,EUR-FIXED-1Y-EURIBOR-3M-EURIBOR-6M,20Y,,,,
|
||||
EUR-EURIBOR3M-BS,BS-30Y,OG-Ticker,EUR-BS3M6M-30Y,MarketValue,BS3,EUR-FIXED-1Y-EURIBOR-3M-EURIBOR-6M,30Y,,,,
|
||||
,,,,,,,,,,,
|
||||
EUR-EURIBOR6M-IRS,FIX-6M,OG-Ticker,EUR-FIX-EURIBOR6M,MarketValue,FIX,EUR-EURIBOR-6M,,,,,
|
||||
EUR-EURIBOR6M-IRS,FRA-6Mx12M,OG-Ticker,EUR-FRA-6Mx12M,MarketValue,FRA,EUR-EURIBOR-6M,6Mx12M,,,,
|
||||
EUR-EURIBOR6M-IRS,IRS-2Y,OG-Ticker,EUR-IRS6M-2Y,MarketValue,IRS,EUR-FIXED-1Y-EURIBOR-6M,2Y,,,,
|
||||
EUR-EURIBOR6M-IRS,IRS-3Y,OG-Ticker,EUR-IRS6M-3Y,MarketValue,IRS,EUR-FIXED-1Y-EURIBOR-6M,3Y,,,,
|
||||
EUR-EURIBOR6M-IRS,IRS-4Y,OG-Ticker,EUR-IRS6M-4Y,MarketValue,IRS,EUR-FIXED-1Y-EURIBOR-6M,4Y,,,,
|
||||
EUR-EURIBOR6M-IRS,IRS-5Y,OG-Ticker,EUR-IRS6M-5Y,MarketValue,IRS,EUR-FIXED-1Y-EURIBOR-6M,5Y,,,,
|
||||
EUR-EURIBOR6M-IRS,IRS-7Y,OG-Ticker,EUR-IRS6M-7Y,MarketValue,IRS,EUR-FIXED-1Y-EURIBOR-6M,7Y,,,,
|
||||
EUR-EURIBOR6M-IRS,IRS-10Y,OG-Ticker,EUR-IRS6M-10Y,MarketValue,IRS,EUR-FIXED-1Y-EURIBOR-6M,10Y,,,,
|
||||
EUR-EURIBOR6M-IRS,IRS-15Y,OG-Ticker,EUR-IRS6M-15Y,MarketValue,IRS,EUR-FIXED-1Y-EURIBOR-6M,15Y,,,,
|
||||
EUR-EURIBOR6M-IRS,IRS-20Y,OG-Ticker,EUR-IRS6M-20Y,MarketValue,IRS,EUR-FIXED-1Y-EURIBOR-6M,20Y,,,,
|
||||
EUR-EURIBOR6M-IRS,IRS-30Y,OG-Ticker,EUR-IRS6M-30Y,MarketValue,IRS,EUR-FIXED-1Y-EURIBOR-6M,30Y,,,,
|
||||
|
@ -0,0 +1,38 @@
|
||||
Curve Name,Label,Symbology,Ticker,Field Name,Type,Convention,Time,Date,Min Gap,Clash Action,Spread
|
||||
,,,,,,,,,,,
|
||||
USD-Disc,1M,OG-Ticker,USD-OIS-1M,MarketValue,OIS,USD-FIXED-TERM-FED-FUND-OIS,1M,,,,
|
||||
USD-Disc,2M,OG-Ticker,USD-OIS-2M,MarketValue,OIS,USD-FIXED-TERM-FED-FUND-OIS,2M,,,,
|
||||
USD-Disc,3M,OG-Ticker,USD-OIS-3M,MarketValue,OIS,USD-FIXED-TERM-FED-FUND-OIS,3M,,,,
|
||||
USD-Disc,6M,OG-Ticker,USD-OIS-6M,MarketValue,OIS,USD-FIXED-TERM-FED-FUND-OIS,6M,,,,
|
||||
USD-Disc,9M,OG-Ticker,USD-OIS-9M,MarketValue,OIS,USD-FIXED-TERM-FED-FUND-OIS,9M,,,,
|
||||
USD-Disc,1Y,OG-Ticker,USD-OIS-1Y,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,1Y,,,,
|
||||
USD-Disc,2Y,OG-Ticker,USD-OIS-2Y,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,2Y,,,,
|
||||
USD-Disc,3Y,OG-Ticker,USD-OIS-3Y,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,3Y,,,,
|
||||
USD-Disc,4Y,OG-Ticker,USD-FFS-4Y,MarketValue,ONI,USD-FED-FUND-AA-LIBOR-3M,4Y,,,,
|
||||
USD-Disc,5Y,OG-Ticker,USD-FFS-5Y,MarketValue,ONI,USD-FED-FUND-AA-LIBOR-3M,5Y,,,,
|
||||
USD-Disc,6Y,OG-Ticker,USD-FFS-6Y,MarketValue,ONI,USD-FED-FUND-AA-LIBOR-3M,6Y,,,,
|
||||
USD-Disc,7Y,OG-Ticker,USD-FFS-7Y,MarketValue,ONI,USD-FED-FUND-AA-LIBOR-3M,7Y,,,,
|
||||
USD-Disc,8Y,OG-Ticker,USD-FFS-8Y,MarketValue,ONI,USD-FED-FUND-AA-LIBOR-3M,8Y,,,,
|
||||
USD-Disc,9Y,OG-Ticker,USD-FFS-9Y,MarketValue,ONI,USD-FED-FUND-AA-LIBOR-3M,9Y,,,,
|
||||
USD-Disc,10Y,OG-Ticker,USD-FFS-10Y,MarketValue,ONI,USD-FED-FUND-AA-LIBOR-3M,10Y,,,,
|
||||
USD-Disc,12Y,OG-Ticker,USD-FFS-12Y,MarketValue,ONI,USD-FED-FUND-AA-LIBOR-3M,12Y,,,,
|
||||
USD-Disc,15Y,OG-Ticker,USD-FFS-15Y,MarketValue,ONI,USD-FED-FUND-AA-LIBOR-3M,15Y,,,,
|
||||
USD-Disc,20Y,OG-Ticker,USD-FFS-20Y,MarketValue,ONI,USD-FED-FUND-AA-LIBOR-3M,20Y,,,,
|
||||
USD-Disc,25Y,OG-Ticker,USD-FFS-25Y,MarketValue,ONI,USD-FED-FUND-AA-LIBOR-3M,25Y,,,,
|
||||
USD-Disc,30Y,OG-Ticker,USD-FFS-30Y,MarketValue,ONI,USD-FED-FUND-AA-LIBOR-3M,30Y,,,,
|
||||
,,,,,,,,,,,
|
||||
USD-3ML,3M,OG-Ticker,USD-Fixing-3M,MarketValue,FIX,USD-LIBOR-3M,,,,,
|
||||
USD-3ML,6M,OG-Ticker,USD-FRA-3Mx6M,MarketValue,FRA,USD-LIBOR-3M,3Mx6M,,,,
|
||||
USD-3ML,9M,OG-Ticker,USD-FRA-6Mx9M,MarketValue,FRA,USD-LIBOR-3M,6Mx9M,,,,
|
||||
USD-3ML,1Y,OG-Ticker,USD-IRS3M-1Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,1Y,,,,
|
||||
USD-3ML,2Y,OG-Ticker,USD-IRS3M-2Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,2Y,,,,
|
||||
USD-3ML,3Y,OG-Ticker,USD-IRS3M-3Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,3Y,,,,
|
||||
USD-3ML,4Y,OG-Ticker,USD-IRS3M-4Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,4Y,,,,
|
||||
USD-3ML,5Y,OG-Ticker,USD-IRS3M-5Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,5Y,,,,
|
||||
USD-3ML,7Y,OG-Ticker,USD-IRS3M-7Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,7Y,,,,
|
||||
USD-3ML,10Y,OG-Ticker,USD-IRS3M-10Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,10Y,,,,
|
||||
USD-3ML,12Y,OG-Ticker,USD-IRS3M-12Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,12Y,,,,
|
||||
USD-3ML,15Y,OG-Ticker,USD-IRS3M-15Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,15Y,,,,
|
||||
USD-3ML,20Y,OG-Ticker,USD-IRS3M-20Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,20Y,,,,
|
||||
USD-3ML,25Y,OG-Ticker,USD-IRS3M-25Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,25Y,,,,
|
||||
USD-3ML,30Y,OG-Ticker,USD-IRS3M-30Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,30Y,,,,
|
||||
|
@ -0,0 +1,53 @@
|
||||
Curve Name,Label,Symbology,Ticker,Field Name,Type,Convention,Time,Date,Min Gap,Clash Action,Spread
|
||||
,,,,,,,,,,,,,,
|
||||
USD-DSCON,1M,OG-Ticker,USD-OIS-1M,MarketValue,OIS,USD-FIXED-TERM-FED-FUND-OIS,1M,,,,
|
||||
USD-DSCON,2M,OG-Ticker,USD-OIS-2M,MarketValue,OIS,USD-FIXED-TERM-FED-FUND-OIS,2M,,,,
|
||||
USD-DSCON,3M,OG-Ticker,USD-OIS-3M,MarketValue,OIS,USD-FIXED-TERM-FED-FUND-OIS,3M,,,,
|
||||
USD-DSCON,6M,OG-Ticker,USD-OIS-6M,MarketValue,OIS,USD-FIXED-TERM-FED-FUND-OIS,6M,,,,
|
||||
USD-DSCON,9M,OG-Ticker,USD-OIS-9M,MarketValue,OIS,USD-FIXED-TERM-FED-FUND-OIS,9M,,,,
|
||||
USD-DSCON,1Y,OG-Ticker,USD-OIS-1Y,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,1Y,,,,
|
||||
USD-DSCON,18M,OG-Ticker,USD-OIS-18M,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,18M,,,,
|
||||
USD-DSCON,2Y,OG-Ticker,USD-OIS-2Y,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,2Y,,,,
|
||||
USD-DSCON,3Y,OG-Ticker,USD-OIS-3Y,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,3Y,,,,
|
||||
USD-DSCON,4Y,OG-Ticker,USD-OIS-4Y,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,4Y,,,,
|
||||
USD-DSCON,5Y,OG-Ticker,USD-OIS-5Y,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,5Y,,,,
|
||||
USD-DSCON,6Y,OG-Ticker,USD-OIS-6Y,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,6Y,,,,
|
||||
USD-DSCON,7Y,OG-Ticker,USD-OIS-7Y,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,7Y,,,,
|
||||
USD-DSCON,8Y,OG-Ticker,USD-OIS-8Y,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,8Y,,,,
|
||||
USD-DSCON,9Y,OG-Ticker,USD-OIS-9Y,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,9Y,,,,
|
||||
USD-DSCON,10Y,OG-Ticker,USD-OIS-10Y,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,10Y,,,,
|
||||
,,,,,,,,,,,
|
||||
USD-LIBOR3M,3M,OG-Ticker,USD-Fixing-3M,MarketValue,FIX,USD-LIBOR-3M,,,,,
|
||||
USD-LIBOR3M,6M,OG-Ticker,USD-FRA-3Mx6M,MarketValue,FRA,USD-LIBOR-3M,3Mx6M,,,,
|
||||
USD-LIBOR3M,9M,OG-Ticker,USD-FRA-6Mx9M,MarketValue,FRA,USD-LIBOR-3M,6Mx9M,,,,
|
||||
USD-LIBOR3M,1Y,OG-Ticker,USD-IRS3M-1Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,1Y,,,,
|
||||
USD-LIBOR3M,2Y,OG-Ticker,USD-IRS3M-2Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,2Y,,,,
|
||||
USD-LIBOR3M,3Y,OG-Ticker,USD-IRS3M-3Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,3Y,,,,
|
||||
USD-LIBOR3M,4Y,OG-Ticker,USD-IRS3M-4Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,4Y,,,,
|
||||
USD-LIBOR3M,5Y,OG-Ticker,USD-IRS3M-5Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,5Y,,,,
|
||||
USD-LIBOR3M,7Y,OG-Ticker,USD-IRS3M-7Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,7Y,,,,
|
||||
USD-LIBOR3M,10Y,OG-Ticker,USD-IRS3M-10Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,10Y,,,,
|
||||
,,,,,,,,,,,
|
||||
EUR-DSC,1M,OG-Ticker,EUR-USD-FX-1M,MarketValue,FXS,EUR/USD,1M,,,,
|
||||
EUR-DSC,2M,OG-Ticker,EUR-USD-FX-2M,MarketValue,FXS,EUR/USD,2M,,,,
|
||||
EUR-DSC,3M,OG-Ticker,EUR-USD-FX-3M,MarketValue,FXS,EUR/USD,3M,,,,
|
||||
EUR-DSC,6M,OG-Ticker,EUR-USD-FX-6M,MarketValue,FXS,EUR/USD,6M,,,,
|
||||
EUR-DSC,9M,OG-Ticker,EUR-USD-FX-9M,MarketValue,FXS,EUR/USD,9M,,,,
|
||||
EUR-DSC,1Y,OG-Ticker,EUR-USD-FX-1Y,MarketValue,FXS,EUR/USD,1Y,,,,
|
||||
EUR-DSC,2Y,OG-Ticker,EUR-USD-XCCY-2Y,MarketValue,XCS,EUR-EURIBOR-3M-USD-LIBOR-3M,2Y,,,,
|
||||
EUR-DSC,3Y,OG-Ticker,EUR-USD-XCCY-3Y,MarketValue,XCS,EUR-EURIBOR-3M-USD-LIBOR-3M,3Y,,,,
|
||||
EUR-DSC,4Y,OG-Ticker,EUR-USD-XCCY-4Y,MarketValue,XCS,EUR-EURIBOR-3M-USD-LIBOR-3M,4Y,,,,
|
||||
EUR-DSC,5Y,OG-Ticker,EUR-USD-XCCY-5Y,MarketValue,XCS,EUR-EURIBOR-3M-USD-LIBOR-3M,5Y,,,,
|
||||
EUR-DSC,7Y,OG-Ticker,EUR-USD-XCCY-7Y,MarketValue,XCS,EUR-EURIBOR-3M-USD-LIBOR-3M,7Y,,,,
|
||||
EUR-DSC,10Y,OG-Ticker,EUR-USD-XCCY-10Y,MarketValue,XCS,EUR-EURIBOR-3M-USD-LIBOR-3M,10Y,,,,
|
||||
,,,,,,,,,,,
|
||||
EUR-EURIBOR3M,3M,OG-Ticker,EUR-Fixing-3M,MarketValue,FIX,EUR-EURIBOR-3M,,,,,
|
||||
EUR-EURIBOR3M,6M,OG-Ticker,EUR-FRA-3Mx6M,MarketValue,FRA,EUR-EURIBOR-3M,3Mx6M,,,,
|
||||
EUR-EURIBOR3M,9M,OG-Ticker,EUR-FRA-6Mx9M,MarketValue,FRA,EUR-EURIBOR-3M,6Mx9M,,,,
|
||||
EUR-EURIBOR3M,1Y,OG-Ticker,EUR-IRS3M-1Y,MarketValue,IRS,EUR-FIXED-1Y-EURIBOR-3M,1Y,,,,
|
||||
EUR-EURIBOR3M,2Y,OG-Ticker,EUR-IRS3M-2Y,MarketValue,IRS,EUR-FIXED-1Y-EURIBOR-3M,2Y,,,,
|
||||
EUR-EURIBOR3M,3Y,OG-Ticker,EUR-IRS3M-3Y,MarketValue,IRS,EUR-FIXED-1Y-EURIBOR-3M,3Y,,,,
|
||||
EUR-EURIBOR3M,4Y,OG-Ticker,EUR-IRS3M-4Y,MarketValue,IRS,EUR-FIXED-1Y-EURIBOR-3M,4Y,,,,
|
||||
EUR-EURIBOR3M,5Y,OG-Ticker,EUR-IRS3M-5Y,MarketValue,IRS,EUR-FIXED-1Y-EURIBOR-3M,5Y,,,,
|
||||
EUR-EURIBOR3M,7Y,OG-Ticker,EUR-IRS3M-7Y,MarketValue,IRS,EUR-FIXED-1Y-EURIBOR-3M,7Y,,,,
|
||||
EUR-EURIBOR3M,10Y,OG-Ticker,EUR-IRS3M-10Y,MarketValue,IRS,EUR-FIXED-1Y-EURIBOR-3M,10Y,,,,
|
||||
|
@ -0,0 +1,40 @@
|
||||
Curve Name,Label,Symbology,Ticker,Field Name,Type,Convention,Time,Date,Min Gap,Clash Action,Spread
|
||||
,,,,,,,,,,,
|
||||
USD-Disc,ON,OG-Ticker,USD-DEP-ON,MarketValue,DEP,USD-ShortDeposit-T0,1D,,,,
|
||||
USD-Disc,TN,OG-Ticker,USD-DEP-TN,MarketValue,DEP,USD-ShortDeposit-T1,1D,,,,
|
||||
USD-Disc,1W,OG-Ticker,USD-DEP-1W,MarketValue,DEP,USD-ShortDeposit-T2,1W,,,,
|
||||
USD-Disc,1M,OG-Ticker,USD-OIS-1M,MarketValue,OIS,USD-FIXED-TERM-FED-FUND-OIS,1M,,,,
|
||||
USD-Disc,2M,OG-Ticker,USD-OIS-2M,MarketValue,OIS,USD-FIXED-TERM-FED-FUND-OIS,2M,,,,
|
||||
USD-Disc,3M,OG-Ticker,USD-OIS-3M,MarketValue,OIS,USD-FIXED-TERM-FED-FUND-OIS,3M,,,,
|
||||
USD-Disc,6M,OG-Ticker,USD-OIS-6M,MarketValue,OIS,USD-FIXED-TERM-FED-FUND-OIS,6M,,,,
|
||||
USD-Disc,9M,OG-Ticker,USD-OIS-9M,MarketValue,OIS,USD-FIXED-TERM-FED-FUND-OIS,9M,,,,
|
||||
USD-Disc,1Y,OG-Ticker,USD-OIS-1Y,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,1Y,,,,
|
||||
USD-Disc,2Y,OG-Ticker,USD-OIS-2Y,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,2Y,,,,
|
||||
USD-Disc,3Y,OG-Ticker,USD-OIS-3Y,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,3Y,,,,
|
||||
USD-Disc,4Y,OG-Ticker,USD-OIS-4Y,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,4Y,,,,
|
||||
USD-Disc,5Y,OG-Ticker,USD-OIS-5Y,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,5Y,,,,
|
||||
USD-Disc,6Y,OG-Ticker,USD-OIS-6Y,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,6Y,,,,
|
||||
USD-Disc,7Y,OG-Ticker,USD-OIS-7Y,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,7Y,,,,
|
||||
USD-Disc,8Y,OG-Ticker,USD-OIS-8Y,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,8Y,,,,
|
||||
USD-Disc,9Y,OG-Ticker,USD-OIS-9Y,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,9Y,,,,
|
||||
USD-Disc,10Y,OG-Ticker,USD-OIS-10Y,MarketValue,OIS,USD-FIXED-1Y-FED-FUND-OIS,10Y,,,,
|
||||
,,,,,,,,,,,
|
||||
USD-3ML,3M,OG-Ticker,USD-Fixing-3M,MarketValue,FIX,USD-LIBOR-3M,,,,,
|
||||
USD-3ML,6M,OG-Ticker,USD-FRA-3Mx6M,MarketValue,FRA,USD-LIBOR-3M,3Mx6M,,,,
|
||||
USD-3ML,9M,OG-Ticker,USD-FRA-6Mx9M,MarketValue,FRA,USD-LIBOR-3M,6Mx9M,,,,
|
||||
USD-3ML,1Y,OG-Ticker,USD-IRS3M-1Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,1Y,,,,
|
||||
# the next node is invalid and will be dropped as it is before the 1Y swap
|
||||
USD-3ML,BAD,OG-Future,Ibor-USD-LIBOR-3M-Seq3,SettlementPrice,IFU,USD-LIBOR-3M-Quarterly-IMM,0D+3,,7D,DropThis,
|
||||
USD-3ML,15M,OG-Future,Ibor-USD-LIBOR-3M-Seq5,SettlementPrice,IFU,USD-LIBOR-3M-Quarterly-IMM,0D+5,,7D,DropThis,
|
||||
USD-3ML,18M,OG-Future,Ibor-USD-LIBOR-3M-Dec16,SettlementPrice,IFU,USD-LIBOR-3M-Quarterly-IMM,Dec16,,7D,DropThis,
|
||||
USD-3ML,2Y,OG-Ticker,USD-IRS3M-2Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,2Y,,,,
|
||||
USD-3ML,3Y,OG-Ticker,USD-IRS3M-3Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,3Y,,,,
|
||||
USD-3ML,4Y,OG-Ticker,USD-IRS3M-4Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,4Y,,,,
|
||||
USD-3ML,5Y,OG-Ticker,USD-IRS3M-5Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,5Y,,,,
|
||||
USD-3ML,7Y,OG-Ticker,USD-IRS3M-7Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,7Y,,,,
|
||||
USD-3ML,10Y,OG-Ticker,USD-IRS3M-10Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,10Y,,,,
|
||||
USD-3ML,12Y,OG-Ticker,USD-IRS3M-12Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,12Y,,,,
|
||||
USD-3ML,15Y,OG-Ticker,USD-IRS3M-15Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,15Y,,,,
|
||||
USD-3ML,20Y,OG-Ticker,USD-IRS3M-20Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,20Y,,,,
|
||||
USD-3ML,25Y,OG-Ticker,USD-IRS3M-25Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,25Y,,,,
|
||||
USD-3ML,30Y,OG-Ticker,USD-IRS3M-30Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,30Y,,,,
|
||||
|
Can't render this file because it has a wrong number of fields in line 26.
|
@ -0,0 +1,4 @@
|
||||
Group Name,Curve Type,Reference,Curve Name
|
||||
USD-DSCON-LIBOR3M-CCP2,Discount,USD,USD-Disc-CCP2
|
||||
USD-DSCON-LIBOR3M-CCP2,Forward,USD-FED-FUND,USD-Disc-CCP2
|
||||
USD-DSCON-LIBOR3M-CCP2,Forward,USD-LIBOR-3M,USD-3ML-CCP2
|
||||
|
@ -0,0 +1,5 @@
|
||||
Group Name,Curve Type,Reference,Curve Name
|
||||
EUR-DSCONOIS-EURIBOR3MBS-EURIBOR6MIRS,Discount,EUR,EUR-DSCON-OIS
|
||||
EUR-DSCONOIS-EURIBOR3MBS-EURIBOR6MIRS,Forward,EUR-EONIA,EUR-DSCON-OIS
|
||||
EUR-DSCONOIS-EURIBOR3MBS-EURIBOR6MIRS,Forward,EUR-EURIBOR-3M,EUR-EURIBOR3M-BS
|
||||
EUR-DSCONOIS-EURIBOR3MBS-EURIBOR6MIRS,Forward,EUR-EURIBOR-6M,EUR-EURIBOR6M-IRS
|
||||
|
@ -0,0 +1,6 @@
|
||||
Group Name,Curve Type,Reference,Curve Name
|
||||
USD-EUR-XCCY,Discount,USD,USD-DSCON
|
||||
USD-EUR-XCCY,Forward,USD-FED-FUND,USD-DSCON
|
||||
USD-EUR-XCCY,Forward,USD-LIBOR-3M,USD-LIBOR3M
|
||||
USD-EUR-XCCY,Discount,EUR,EUR-DSC
|
||||
USD-EUR-XCCY,Forward,EUR-EURIBOR-3M,EUR-EURIBOR3M
|
||||
|
@ -0,0 +1,4 @@
|
||||
Group Name,Curve Type,Reference,Curve Name
|
||||
USD-DSCON-LIBOR3M,Discount,USD,USD-Disc
|
||||
USD-DSCON-LIBOR3M,Forward,USD-FED-FUND,USD-Disc
|
||||
USD-DSCON-LIBOR3M,Forward,USD-LIBOR-3M,USD-3ML
|
||||
|
@ -0,0 +1,3 @@
|
||||
Curve Name,Value Type,Day Count,Interpolator,Left Extrapolator,Right Extrapolator
|
||||
USD-Disc-CCP2,Zero,Act/365F,Linear,Flat,Flat
|
||||
USD-3ML-CCP2,Zero,Act/365F,Linear,Flat,Flat
|
||||
|
@ -0,0 +1,4 @@
|
||||
Curve Name,Value Type,Day Count,Interpolator,Left Extrapolator,Right Extrapolator
|
||||
EUR-DSCON-OIS,df,Act/365F,LogNaturalSplineDiscountFactor,Interpolator,LogLinear
|
||||
EUR-EURIBOR3M-BS,df,Act/365F,LogNaturalSplineDiscountFactor,Interpolator,LogLinear
|
||||
EUR-EURIBOR6M-IRS,df,Act/365F,LogNaturalSplineDiscountFactor,Interpolator,LogLinear
|
||||
|
@ -0,0 +1,3 @@
|
||||
Curve Name,Value Type,Day Count,Interpolator,Left Extrapolator,Right Extrapolator
|
||||
USD-Disc,Zero,Act/365F,Linear,Flat,Flat
|
||||
USD-3ML,Forward,Act/365F,Linear,Flat,Flat
|
||||
|
@ -0,0 +1,5 @@
|
||||
Curve Name,Value Type,Day Count,Interpolator,Left Extrapolator,Right Extrapolator
|
||||
USD-DSCON,Zero,Act/365F,Linear,Flat,Flat
|
||||
USD-LIBOR3M,Zero,Act/365F,Linear,Flat,Flat
|
||||
EUR-DSC,Zero,Act/365F,Linear,Flat,Flat
|
||||
EUR-EURIBOR3M,Zero,Act/365F,Linear,Flat,Flat
|
||||
|
@ -0,0 +1,3 @@
|
||||
Curve Name,Value Type,Day Count,Interpolator,Left Extrapolator,Right Extrapolator
|
||||
USD-Disc,Zero,Act/365F,Linear,Flat,Flat
|
||||
USD-3ML,Zero,Act/365F,Linear,Flat,Flat
|
||||
|
@ -0,0 +1,3 @@
|
||||
Valuation Date,Currency Pair,Value
|
||||
,,
|
||||
2015-11-02,EUR/USD,1.1
|
||||
|
@ -0,0 +1,51 @@
|
||||
Valuation Date,Symbology,Ticker,Field Name,Value
|
||||
,,,,
|
||||
2016-02-29,OG-Ticker,EUR-ON,MarketValue,-0.0019
|
||||
2016-02-29,OG-Ticker,EUR-TN,MarketValue,-0.00235
|
||||
2016-02-29,OG-Ticker,EUR-OIS-1M,MarketValue,-0.00315
|
||||
2016-02-29,OG-Ticker,EUR-OIS-2M,MarketValue,-0.0034
|
||||
2016-02-29,OG-Ticker,EUR-OIS-3M,MarketValue,-0.0036
|
||||
2016-02-29,OG-Ticker,EUR-OIS-6M,MarketValue,-0.004
|
||||
2016-02-29,OG-Ticker,EUR-OIS-9M,MarketValue,-0.0043
|
||||
2016-02-29,OG-Ticker,EUR-OIS-1Y,MarketValue,-0.0045
|
||||
2016-02-29,OG-Ticker,EUR-OIS-2Y,MarketValue,-0.0049
|
||||
2016-02-29,OG-Ticker,EUR-OIS-3Y,MarketValue,-0.0047
|
||||
2016-02-29,OG-Ticker,EUR-OIS-4Y,MarketValue,-0.0042
|
||||
2016-02-29,OG-Ticker,EUR-OIS-5Y,MarketValue,-0.0034
|
||||
2016-02-29,OG-Ticker,EUR-OIS-6Y,MarketValue,-0.0024
|
||||
2016-02-29,OG-Ticker,EUR-OIS-7Y,MarketValue,-0.0011
|
||||
2016-02-29,OG-Ticker,EUR-OIS-8Y,MarketValue,0
|
||||
2016-02-29,OG-Ticker,EUR-OIS-9Y,MarketValue,0.0011
|
||||
2016-02-29,OG-Ticker,EUR-OIS-10Y,MarketValue,0.0022
|
||||
2016-02-29,OG-Ticker,EUR-OIS-15Y,MarketValue,0.0058
|
||||
2016-02-29,OG-Ticker,EUR-OIS-20Y,MarketValue,0.0075
|
||||
2016-02-29,OG-Ticker,EUR-OIS-30Y,MarketValue,0.0082
|
||||
,,,,
|
||||
2016-02-29,OG-Ticker,EUR-FIX-EURIBOR3M,MarketValue,-0.00205
|
||||
2016-02-29,OG-Ticker,EUR-FRA-3Mx6M,MarketValue,-0.0031
|
||||
,,,,
|
||||
2016-02-29,OG-Ticker,EUR-FIX-EURIBOR6M,MarketValue,-0.00134
|
||||
2016-02-29,OG-Ticker,EUR-FRA-3Mx9M,MarketValue,-0.00215
|
||||
2016-02-29,OG-Ticker,EUR-FRA-6Mx12M,MarketValue,-0.0023
|
||||
2016-02-29,OG-Ticker,EUR-FRA-9Mx15M,MarketValue,-0.00245
|
||||
2016-02-29,OG-Ticker,EUR-IRS6M-1Y,MarketValue,-0.0019
|
||||
2016-02-29,OG-Ticker,EUR-IRS6M-2Y,MarketValue,-0.0022
|
||||
2016-02-29,OG-Ticker,EUR-IRS6M-3Y,MarketValue,-0.0019
|
||||
2016-02-29,OG-Ticker,EUR-IRS6M-4Y,MarketValue,-0.0012
|
||||
2016-02-29,OG-Ticker,EUR-IRS6M-5Y,MarketValue,0.0003
|
||||
2016-02-29,OG-Ticker,EUR-IRS6M-7Y,MarketValue,0.0045
|
||||
2016-02-29,OG-Ticker,EUR-IRS6M-10Y,MarketValue,0.005
|
||||
2016-02-29,OG-Ticker,EUR-IRS6M-15Y,MarketValue,0.0083
|
||||
2016-02-29,OG-Ticker,EUR-IRS6M-20Y,MarketValue,0.0095
|
||||
2016-02-29,OG-Ticker,EUR-IRS6M-30Y,MarketValue,0.01
|
||||
,,,,
|
||||
2016-02-29,OG-Ticker,EUR-BS3M6M-1Y,MarketValue,0.00125
|
||||
2016-02-29,OG-Ticker,EUR-BS3M6M-2Y,MarketValue,0.00125
|
||||
2016-02-29,OG-Ticker,EUR-BS3M6M-3Y,MarketValue,0.0013
|
||||
2016-02-29,OG-Ticker,EUR-BS3M6M-4Y,MarketValue,0.0013
|
||||
2016-02-29,OG-Ticker,EUR-BS3M6M-5Y,MarketValue,0.00135
|
||||
2016-02-29,OG-Ticker,EUR-BS3M6M-7Y,MarketValue,0.00125
|
||||
2016-02-29,OG-Ticker,EUR-BS3M6M-10Y,MarketValue,0.0011
|
||||
2016-02-29,OG-Ticker,EUR-BS3M6M-15Y,MarketValue,0.0009
|
||||
2016-02-29,OG-Ticker,EUR-BS3M6M-20Y,MarketValue,0.0007
|
||||
2016-02-29,OG-Ticker,EUR-BS3M6M-30Y,MarketValue,0.0005
|
||||
|
@ -0,0 +1,32 @@
|
||||
Valuation Date,Symbology,Ticker,Field Name,Value
|
||||
,,,,
|
||||
2015-07-21,OG-Ticker,USD-OIS-1M-CCP2,MarketValue,0.00072
|
||||
2015-07-21,OG-Ticker,USD-OIS-2M-CCP2,MarketValue,0.00082
|
||||
2015-07-21,OG-Ticker,USD-OIS-3M-CCP2,MarketValue,0.00093
|
||||
2015-07-21,OG-Ticker,USD-OIS-6M-CCP2,MarketValue,0.0009
|
||||
2015-07-21,OG-Ticker,USD-OIS-9M-CCP2,MarketValue,0.00105
|
||||
2015-07-21,OG-Ticker,USD-OIS-1Y-CCP2,MarketValue,0.001185
|
||||
2015-07-21,OG-Ticker,USD-OIS-2Y-CCP2,MarketValue,0.0031865
|
||||
2015-07-21,OG-Ticker,USD-OIS-3Y-CCP2,MarketValue,0.00704
|
||||
2015-07-21,OG-Ticker,USD-OIS-4Y-CCP2,MarketValue,0.011215
|
||||
2015-07-21,OG-Ticker,USD-OIS-5Y-CCP2,MarketValue,0.01515
|
||||
2015-07-21,OG-Ticker,USD-OIS-6Y-CCP2,MarketValue,0.018455
|
||||
2015-07-21,OG-Ticker,USD-OIS-7Y-CCP2,MarketValue,0.02111
|
||||
2015-07-21,OG-Ticker,USD-OIS-8Y-CCP2,MarketValue,0.02332
|
||||
2015-07-21,OG-Ticker,USD-OIS-9Y-CCP2,MarketValue,0.025135
|
||||
2015-07-21,OG-Ticker,USD-OIS-10Y-CCP2,MarketValue,0.026685
|
||||
2015-07-21,OG-Ticker,USD-Fixing-3M-CCP2,MarketValue,0.002366
|
||||
2015-07-21,OG-Ticker,USD-FRA-3Mx6M-CCP2,MarketValue,0.0025825
|
||||
2015-07-21,OG-Ticker,USD-FRA-6Mx9M-CCP2,MarketValue,0.0029605
|
||||
2015-07-21,OG-Ticker,USD-IRS3M-1Y-CCP2,MarketValue,0.002943
|
||||
2015-07-21,OG-Ticker,USD-IRS3M-2Y-CCP2,MarketValue,0.00505
|
||||
2015-07-21,OG-Ticker,USD-IRS3M-3Y-CCP2,MarketValue,0.0094415
|
||||
2015-07-21,OG-Ticker,USD-IRS3M-4Y-CCP2,MarketValue,0.013908
|
||||
2015-07-21,OG-Ticker,USD-IRS3M-5Y-CCP2,MarketValue,0.01745
|
||||
2015-07-21,OG-Ticker,USD-IRS3M-7Y-CCP2,MarketValue,0.024162
|
||||
2015-07-21,OG-Ticker,USD-IRS3M-10Y-CCP2,MarketValue,0.02954
|
||||
2015-07-21,OG-Ticker,USD-IRS3M-12Y-CCP2,MarketValue,0.0322
|
||||
2015-07-21,OG-Ticker,USD-IRS3M-15Y-CCP2,MarketValue,0.034505
|
||||
2015-07-21,OG-Ticker,USD-IRS3M-20Y-CCP2,MarketValue,0.036445
|
||||
2015-07-21,OG-Ticker,USD-IRS3M-25Y-CCP2,MarketValue,0.0369895
|
||||
2015-07-21,OG-Ticker,USD-IRS3M-30Y-CCP2,MarketValue,0.037675
|
||||
|
@ -0,0 +1,53 @@
|
||||
Valuation Date,Symbology,Ticker,Field Name,Value
|
||||
,,,,
|
||||
2015-11-20,OG-Ticker,EUR-ON,MarketValue,-0.0019
|
||||
2015-11-20,OG-Ticker,EUR-TN,MarketValue,-0.00235
|
||||
2015-11-20,OG-Ticker,EUR-OIS-1M,MarketValue,-0.0019
|
||||
2015-11-20,OG-Ticker,EUR-OIS-2M,MarketValue,-0.00235
|
||||
2015-11-20,OG-Ticker,EUR-OIS-3M,MarketValue,-0.0025
|
||||
2015-11-20,OG-Ticker,EUR-OIS-6M,MarketValue,-0.0028
|
||||
2015-11-20,OG-Ticker,EUR-OIS-9M,MarketValue,-0.003
|
||||
2015-11-20,OG-Ticker,EUR-OIS-1Y,MarketValue,-0.0031
|
||||
2015-11-20,OG-Ticker,EUR-OIS-2Y,MarketValue,-0.0033
|
||||
2015-11-20,OG-Ticker,EUR-OIS-3Y,MarketValue,-0.0028
|
||||
2015-11-20,OG-Ticker,EUR-OIS-4Y,MarketValue,-0.0017
|
||||
2015-11-20,OG-Ticker,EUR-OIS-5Y,MarketValue,-0.0006
|
||||
2015-11-20,OG-Ticker,EUR-OIS-6Y,MarketValue,0.0007
|
||||
2015-11-20,OG-Ticker,EUR-OIS-7Y,MarketValue,0.0021
|
||||
2015-11-20,OG-Ticker,EUR-OIS-8Y,MarketValue,0.0036
|
||||
2015-11-20,OG-Ticker,EUR-OIS-9Y,MarketValue,0.0049
|
||||
2015-11-20,OG-Ticker,EUR-OIS-10Y,MarketValue,0.006
|
||||
2015-11-20,OG-Ticker,EUR-OIS-15Y,MarketValue,0.0102
|
||||
2015-11-20,OG-Ticker,EUR-OIS-20Y,MarketValue,0.0122
|
||||
2015-11-20,OG-Ticker,EUR-OIS-30Y,MarketValue,0.013
|
||||
,,,,
|
||||
2015-11-20,OG-Ticker,EUR-FIX-EURIBOR3M,MarketValue,-0.00095
|
||||
2015-11-20,OG-Ticker,EUR-FRA-3Mx6M,MarketValue,-0.002
|
||||
2015-11-20,OG-Ticker,EUR-FRA-6Mx9M,MarketValue,-0.0023
|
||||
2015-11-20,OG-Ticker,EUR-IRS3M-6M,MarketValue,-0.002
|
||||
2015-11-20,OG-Ticker,EUR-BS3M6M-1Y,MarketValue,0.00115
|
||||
2015-11-20,OG-Ticker,EUR-BS3M6M-2Y,MarketValue,0.00103
|
||||
2015-11-20,OG-Ticker,EUR-BS3M6M-3Y,MarketValue,0.00103
|
||||
2015-11-20,OG-Ticker,EUR-BS3M6M-4Y,MarketValue,0.00106
|
||||
2015-11-20,OG-Ticker,EUR-BS3M6M-5Y,MarketValue,0.00109
|
||||
2015-11-20,OG-Ticker,EUR-BS3M6M-7Y,MarketValue,0.00106
|
||||
2015-11-20,OG-Ticker,EUR-BS3M6M-10Y,MarketValue,0.00092
|
||||
2015-11-20,OG-Ticker,EUR-BS3M6M-15Y,MarketValue,0.00072
|
||||
2015-11-20,OG-Ticker,EUR-BS3M6M-20Y,MarketValue,0.00059
|
||||
2015-11-20,OG-Ticker,EUR-BS3M6M-30Y,MarketValue,0.00043
|
||||
,,,,
|
||||
2015-11-20,OG-Ticker,EUR-FIX-EURIBOR6M,MarketValue,-0.00024
|
||||
2015-11-20,OG-Ticker,EUR-FRA-3Mx9M,MarketValue,-0.00195
|
||||
2015-11-20,OG-Ticker,EUR-FRA-6Mx12M,MarketValue,-0.0023
|
||||
2015-11-20,OG-Ticker,EUR-FRA-9Mx15M,MarketValue,-0.00245
|
||||
2015-11-20,OG-Ticker,EUR-IRS6M-1Y,MarketValue,-0.0023
|
||||
2015-11-20,OG-Ticker,EUR-IRS6M-2Y,MarketValue,-0.0011
|
||||
2015-11-20,OG-Ticker,EUR-IRS6M-3Y,MarketValue,-0.00055
|
||||
2015-11-20,OG-Ticker,EUR-IRS6M-4Y,MarketValue,0.0005
|
||||
2015-11-20,OG-Ticker,EUR-IRS6M-5Y,MarketValue,0.0018
|
||||
2015-11-20,OG-Ticker,EUR-IRS6M-7Y,MarketValue,0.0045
|
||||
2015-11-20,OG-Ticker,EUR-IRS6M-10Y,MarketValue,0.0083
|
||||
2015-11-20,OG-Ticker,EUR-IRS6M-15Y,MarketValue,0.01225
|
||||
2015-11-20,OG-Ticker,EUR-IRS6M-20Y,MarketValue,0.014
|
||||
2015-11-20,OG-Ticker,EUR-IRS6M-30Y,MarketValue,0.01455
|
||||
,,,,
|
||||
|
@ -0,0 +1,53 @@
|
||||
Valuation Date,Symbology,Ticker,Field Name,Value
|
||||
,,,,
|
||||
2015-11-02,OG-Ticker,USD-OIS-1M,MarketValue,0.0013
|
||||
2015-11-02,OG-Ticker,USD-OIS-2M,MarketValue,0.0016
|
||||
2015-11-02,OG-Ticker,USD-OIS-3M,MarketValue,0.002
|
||||
2015-11-02,OG-Ticker,USD-OIS-6M,MarketValue,0.0026
|
||||
2015-11-02,OG-Ticker,USD-OIS-9M,MarketValue,0.0033
|
||||
2015-11-02,OG-Ticker,USD-OIS-1Y,MarketValue,0.0039
|
||||
2015-11-02,OG-Ticker,USD-OIS-18M,MarketValue,0.0053
|
||||
2015-11-02,OG-Ticker,USD-OIS-2Y,MarketValue,0.0066
|
||||
2015-11-02,OG-Ticker,USD-OIS-3Y,MarketValue,0.009
|
||||
2015-11-02,OG-Ticker,USD-OIS-4Y,MarketValue,0.0111
|
||||
2015-11-02,OG-Ticker,USD-OIS-5Y,MarketValue,0.0128
|
||||
2015-11-02,OG-Ticker,USD-OIS-6Y,MarketValue,0.0143
|
||||
2015-11-02,OG-Ticker,USD-OIS-7Y,MarketValue,0.0156
|
||||
2015-11-02,OG-Ticker,USD-OIS-8Y,MarketValue,0.0167
|
||||
2015-11-02,OG-Ticker,USD-OIS-9Y,MarketValue,0.0175
|
||||
2015-11-02,OG-Ticker,USD-OIS-10Y,MarketValue,0.0183
|
||||
,,,,
|
||||
2015-11-02,OG-Ticker,USD-Fixing-3M,MarketValue,0.003341
|
||||
2015-11-02,OG-Ticker,USD-FRA-3Mx6M,MarketValue,0.0049
|
||||
2015-11-02,OG-Ticker,USD-FRA-6Mx9M,MarketValue,0.0063
|
||||
2015-11-02,OG-Ticker,USD-IRS3M-1Y,MarketValue,0.0057
|
||||
2015-11-02,OG-Ticker,USD-IRS3M-2Y,MarketValue,0.0087
|
||||
2015-11-02,OG-Ticker,USD-IRS3M-3Y,MarketValue,0.0112
|
||||
2015-11-02,OG-Ticker,USD-IRS3M-4Y,MarketValue,0.0134
|
||||
2015-11-02,OG-Ticker,USD-IRS3M-5Y,MarketValue,0.0152
|
||||
2015-11-02,OG-Ticker,USD-IRS3M-7Y,MarketValue,0.0181
|
||||
2015-11-02,OG-Ticker,USD-IRS3M-10Y,MarketValue,0.0209
|
||||
,,,,
|
||||
2015-11-02,OG-Ticker,EUR-USD-FX-1M,MarketValue,0.0004
|
||||
2015-11-02,OG-Ticker,EUR-USD-FX-2M,MarketValue,0.0012
|
||||
2015-11-02,OG-Ticker,EUR-USD-FX-3M,MarketValue,0.0019
|
||||
2015-11-02,OG-Ticker,EUR-USD-FX-6M,MarketValue,0.0043
|
||||
2015-11-02,OG-Ticker,EUR-USD-FX-9M,MarketValue,0.0074
|
||||
2015-11-02,OG-Ticker,EUR-USD-FX-1Y,MarketValue,0.0109
|
||||
2015-11-02,OG-Ticker,EUR-USD-XCCY-2Y,MarketValue,-0.0034
|
||||
2015-11-02,OG-Ticker,EUR-USD-XCCY-3Y,MarketValue,-0.0036
|
||||
2015-11-02,OG-Ticker,EUR-USD-XCCY-4Y,MarketValue,-0.0038
|
||||
2015-11-02,OG-Ticker,EUR-USD-XCCY-5Y,MarketValue,-0.0039
|
||||
2015-11-02,OG-Ticker,EUR-USD-XCCY-7Y,MarketValue,-0.004
|
||||
2015-11-02,OG-Ticker,EUR-USD-XCCY-10Y,MarketValue,-0.0039
|
||||
,,,,
|
||||
2015-11-02,OG-Ticker,EUR-Fixing-3M,MarketValue,-0.00066
|
||||
2015-11-02,OG-Ticker,EUR-FRA-3Mx6M,MarketValue,-0.001
|
||||
2015-11-02,OG-Ticker,EUR-FRA-6Mx9M,MarketValue,-0.0006
|
||||
2015-11-02,OG-Ticker,EUR-IRS3M-1Y,MarketValue,-0.0012
|
||||
2015-11-02,OG-Ticker,EUR-IRS3M-2Y,MarketValue,-0.001
|
||||
2015-11-02,OG-Ticker,EUR-IRS3M-3Y,MarketValue,-0.0004
|
||||
2015-11-02,OG-Ticker,EUR-IRS3M-4Y,MarketValue,0.0006
|
||||
2015-11-02,OG-Ticker,EUR-IRS3M-5Y,MarketValue,0.0019
|
||||
2015-11-02,OG-Ticker,EUR-IRS3M-7Y,MarketValue,0.0047
|
||||
2015-11-02,OG-Ticker,EUR-IRS3M-10Y,MarketValue,0.0085
|
||||
|
@ -0,0 +1,50 @@
|
||||
Valuation Date,Symbology,Ticker,Field Name,Value
|
||||
,,,,
|
||||
2015-07-21,OG-Ticker,USD-DEP-ON,MarketValue,0.00058
|
||||
2015-07-21,OG-Ticker,USD-DEP-TN,MarketValue,0.00061
|
||||
2015-07-21,OG-Ticker,USD-DEP-1W,MarketValue,0.00068
|
||||
2015-07-21,OG-Ticker,USD-OIS-1M,MarketValue,0.00072
|
||||
2015-07-21,OG-Ticker,USD-OIS-2M,MarketValue,0.00082
|
||||
2015-07-21,OG-Ticker,USD-OIS-3M,MarketValue,0.00093
|
||||
2015-07-21,OG-Ticker,USD-OIS-6M,MarketValue,0.0009
|
||||
2015-07-21,OG-Ticker,USD-OIS-9M,MarketValue,0.00105
|
||||
2015-07-21,OG-Ticker,USD-OIS-1Y,MarketValue,0.001185
|
||||
2015-07-21,OG-Ticker,USD-OIS-2Y,MarketValue,0.0031865
|
||||
2015-07-21,OG-Ticker,USD-OIS-3Y,MarketValue,0.00704
|
||||
2015-07-21,OG-Ticker,USD-OIS-4Y,MarketValue,0.011215
|
||||
2015-07-21,OG-Ticker,USD-OIS-5Y,MarketValue,0.01515
|
||||
2015-07-21,OG-Ticker,USD-OIS-6Y,MarketValue,0.018455
|
||||
2015-07-21,OG-Ticker,USD-OIS-7Y,MarketValue,0.02111
|
||||
2015-07-21,OG-Ticker,USD-OIS-8Y,MarketValue,0.02332
|
||||
2015-07-21,OG-Ticker,USD-OIS-9Y,MarketValue,0.025135
|
||||
2015-07-21,OG-Ticker,USD-OIS-10Y,MarketValue,0.026685
|
||||
2015-07-21,OG-Ticker,USD-Fixing-3M,MarketValue,0.002366
|
||||
2015-07-21,OG-Ticker,USD-FRA-3Mx6M,MarketValue,0.0025825
|
||||
2015-07-21,OG-Ticker,USD-FRA-6Mx9M,MarketValue,0.0029605
|
||||
2015-07-21,OG-Ticker,USD-IRS3M-1Y,MarketValue,0.002943
|
||||
2015-07-21,OG-Future,Ibor-USD-LIBOR-3M-Seq3,SettlementPrice,0.999799
|
||||
2015-07-21,OG-Future,Ibor-USD-LIBOR-3M-Seq5,SettlementPrice,0.999801
|
||||
2015-07-21,OG-Future,Ibor-USD-LIBOR-3M-Dec16,SettlementPrice,0.999879
|
||||
2015-07-21,OG-Ticker,USD-IRS3M-2Y,MarketValue,0.00503
|
||||
2015-07-21,OG-Ticker,USD-IRS3M-3Y,MarketValue,0.0093915
|
||||
2015-07-21,OG-Ticker,USD-IRS3M-4Y,MarketValue,0.013808
|
||||
2015-07-21,OG-Ticker,USD-IRS3M-5Y,MarketValue,0.01732
|
||||
2015-07-21,OG-Ticker,USD-IRS3M-7Y,MarketValue,0.023962
|
||||
2015-07-21,OG-Ticker,USD-IRS3M-10Y,MarketValue,0.0293
|
||||
2015-07-21,OG-Ticker,USD-IRS3M-12Y,MarketValue,0.03195
|
||||
2015-07-21,OG-Ticker,USD-IRS3M-15Y,MarketValue,0.034235
|
||||
2015-07-21,OG-Ticker,USD-IRS3M-20Y,MarketValue,0.036155
|
||||
2015-07-21,OG-Ticker,USD-IRS3M-25Y,MarketValue,0.0369685
|
||||
2015-07-21,OG-Ticker,USD-IRS3M-30Y,MarketValue,0.037345
|
||||
2015-07-21,OG-Ticker,USD-FFS-4Y,MarketValue,0.0021
|
||||
2015-07-21,OG-Ticker,USD-FFS-5Y,MarketValue,0.0021
|
||||
2015-07-21,OG-Ticker,USD-FFS-6Y,MarketValue,0.0022
|
||||
2015-07-21,OG-Ticker,USD-FFS-7Y,MarketValue,0.0022
|
||||
2015-07-21,OG-Ticker,USD-FFS-8Y,MarketValue,0.0022
|
||||
2015-07-21,OG-Ticker,USD-FFS-9Y,MarketValue,0.0022
|
||||
2015-07-21,OG-Ticker,USD-FFS-10Y,MarketValue,0.0022
|
||||
2015-07-21,OG-Ticker,USD-FFS-12Y,MarketValue,0.0023
|
||||
2015-07-21,OG-Ticker,USD-FFS-15Y,MarketValue,0.0023
|
||||
2015-07-21,OG-Ticker,USD-FFS-20Y,MarketValue,0.0023
|
||||
2015-07-21,OG-Ticker,USD-FFS-25Y,MarketValue,0.0023
|
||||
2015-07-21,OG-Ticker,USD-FFS-30Y,MarketValue,0.0023
|
||||
|
@ -0,0 +1,21 @@
|
||||
Valuation Date,Tenor,Instrument Type,Rate,Curve Convention
|
||||
,,,,
|
||||
2014-01-22,1M,M,0.001535,USD-ISDA
|
||||
2014-01-22,2M,M,0.001954,USD-ISDA
|
||||
2014-01-22,3M,M,0.002281,USD-ISDA
|
||||
2014-01-22,6M,M,0.003217,USD-ISDA
|
||||
2014-01-22,1Y,M,0.005444,USD-ISDA
|
||||
2014-01-22,2Y,S,0.005905,USD-ISDA
|
||||
2014-01-22,3Y,S,0.009555,USD-ISDA
|
||||
2014-01-22,4Y,S,0.012775,USD-ISDA
|
||||
2014-01-22,5Y,S,0.015395,USD-ISDA
|
||||
2014-01-22,6Y,S,0.017445,USD-ISDA
|
||||
2014-01-22,7Y,S,0.019205,USD-ISDA
|
||||
2014-01-22,8Y,S,0.020660,USD-ISDA
|
||||
2014-01-22,9Y,S,0.021885,USD-ISDA
|
||||
2014-01-22,10Y,S,0.022940,USD-ISDA
|
||||
2014-01-22,12Y,S,0.024615,USD-ISDA
|
||||
2014-01-22,15Y,S,0.026300,USD-ISDA
|
||||
2014-01-22,20Y,S,0.027950,USD-ISDA
|
||||
2014-01-22,25Y,S,0.028715,USD-ISDA
|
||||
2014-01-22,30Y,S,0.029160,USD-ISDA
|
||||
|
@ -0,0 +1,6 @@
|
||||
"Date","Name","Series","Version","Term","RED Code","Index ID","Maturity","On The Run","Composite Price","Composite Spread","Model Price","Model Spread","Depth","Heat"
|
||||
"22-JAN-14","INDEX0001","22","4","2Y","INDEX0001","INDEX0001S22V4-2Y","20-JUN-16","N","106.02387824012102%","4.35%","106.05602517128678%","1.948494666092002%","5","0.107559679560421"
|
||||
"22-JAN-14","INDEX0001","22","4","3Y","INDEX0001","INDEX0001S22V4-3Y","20-JUN-17","N","106.02387824012102%","4.45%","106.05602517128678%","1.948494666092002%","5","0.107559679560421"
|
||||
"22-JAN-14","INDEX0001","22","4","5Y","INDEX0001","INDEX0001S22V4-5Y","20-JUN-19","N","107.78997283251515%","4.55%","108.00736487680076%","2.821743763738686%","13","0.026781522860625"
|
||||
"22-JAN-14","INDEX0001","22","4","7Y","INDEX0001","INDEX0001S22V4-7Y","20-JUN-21","N","107.0880598591164%","4.65%","107.23864220890805%","3.559559969233898%","5","0.069719745652846"
|
||||
"22-JAN-14","INDEX0001","22","4","10Y","INDEX0001","INDEX0001S22V4-10Y","20-JUN-24","N","107.70321108431327%","4.75%","107.93149359945855%","3.810514998981244%","5","0.06524856929498"
|
||||
|
@ -0,0 +1,2 @@
|
||||
"RedCode","From Date","Convention","Recovery Rate","Index Factor"
|
||||
"INDEX0001","03-MAR-14","USD-NorthAmerican","30%","0.97"
|
||||
|
@ -0,0 +1,6 @@
|
||||
"Date","Ticker","ShortName","RedCode","Tier","Ccy","DocClause","Contributor","Spread6m","Spread1y","Spread2y","Spread3y","Spread4y","Spread5y","Spread7y","Spread10y","Spread15y","Spread20y","Spread30y","Recovery","Rating6m","Rating1y","Rating2y","Rating3y","Rating4y","Rating5y","Rating7y","Rating10y","Rating15y","Rating20y","Rating30y","CompositeCurveRating","CompositeDepth5y","Sector","Region","Country","AvRating","ImpliedRating","CompositeLevel6m","CompositeLevel1y","CompositeLevel2y","CompositeLevel3y","CompositeLevel4y","CompositeLevel5y","CompositeLevel7y","CompositeLevel10y","CompositeLevel15y","CompositeLevel20y","CompositeLevel30y","CompositeLevelRecovery"
|
||||
"22-JAN-14","C10","Company10","COMP10","SNRFOR","USD","XR14","Composite","0.11663768128390598%","0.1506540683957194%","0.2704407130903775%","0.449654668745077%","0.6109580440710835%","0.8325610621869631%","0.9922854539125926%","1.1282283693371045%","1.1470654173025787%","1.1676998244028993%","1.1730943019380986%","40%","BB","BB","B","B","CCC","CCC","CCC","CCC","NR","NR","NR","CCC","3","Consumer Goods","N.Amer","United States","BBB","BBB","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","Thin","Thin","Thin","Entity Tier"
|
||||
"22-JAN-14","C02","Company02","COMP02","SNRFOR","USD","XR14","Composite","4.76%","4.76%","4.76%","4.76%","4.76%","4.76%","","","","","","40%","BB","A","A","BBB","BBB","A","A","A","BB","BB","BB","A","4","Industrials","N.Amer","United States","A","AA","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","Entity Tier","Entity Tier","Entity Tier","Entity Tier"
|
||||
"22-JAN-14","C01","Company01","COMP01","SNRFOR","USD","XR14","Composite","0.28%","0.28%","0.28%","0.28%","0.28%","0.28%","","","","","","40%","BB","A","A","BBB","BBB","A","A","A","BB","BB","BB","A","4","Industrials","N.Amer","United States","A","AA","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","Entity Tier","Entity Tier","Entity Tier","Entity Tier"
|
||||
"22-JAN-14","C11","Company11","COMP11","SNRFOR","EUR","MM14","Composite","0.21335180501958786%","0.23232227101073802%","0.2984275100078798%","0.35706577085480323%","0.42504012372107824%","0.49421686547561766%","0.6271314347443387%","0.7725640191307755%","0.8640223352990325%","0.8659292758352474%","0.8675950281499702%","40%","AA","AA","AA","AA","AA","AA","AA","AA","BBB","BBB","BBB","AA","7","Financials","Europe","Switzerland","AA","AA","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","Entity Tier"
|
||||
"22-JAN-14","C11","Company11","COMP11","SUBLT2","EUR","MM14","Composite","0.36466791834599716%","0.4694889414039684%","0.5995431999047066%","0.7324527484240129%","0.8701426420797372%","1.0133943556474363%","1.2359816206450964%","1.3705535094753947%","1.4175238122421387%","1.429496658512536%","1.4422018910584604%","20%","A","A","A","A","A","BB","BB","BB","B","B","BB","BBB","5","Financials","Europe","Switzerland","AA","AA","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","Entity Tier"
|
||||
|
@ -0,0 +1,5 @@
|
||||
RedCode,Convention
|
||||
COMP10,USD-NorthAmerican
|
||||
COMP02,USD-NorthAmerican
|
||||
COMP01,USD-NorthAmerican
|
||||
COMP11,EUR-European
|
||||
|
@ -0,0 +1,21 @@
|
||||
Valuation Date,Tenor,Instrument Type,Rate,Curve Convention
|
||||
,,,,
|
||||
2014-10-16,1M,M,0.001535,USD-ISDA
|
||||
2014-10-16,2M,M,0.001954,USD-ISDA
|
||||
2014-10-16,3M,M,0.002281,USD-ISDA
|
||||
2014-10-16,6M,M,0.003217,USD-ISDA
|
||||
2014-10-16,1Y,M,0.005444,USD-ISDA
|
||||
2014-10-16,2Y,S,0.005905,USD-ISDA
|
||||
2014-10-16,3Y,S,0.009555,USD-ISDA
|
||||
2014-10-16,4Y,S,0.012775,USD-ISDA
|
||||
2014-10-16,5Y,S,0.015395,USD-ISDA
|
||||
2014-10-16,6Y,S,0.017445,USD-ISDA
|
||||
2014-10-16,7Y,S,0.019205,USD-ISDA
|
||||
2014-10-16,8Y,S,0.020660,USD-ISDA
|
||||
2014-10-16,9Y,S,0.021885,USD-ISDA
|
||||
2014-10-16,10Y,S,0.022940,USD-ISDA
|
||||
2014-10-16,12Y,S,0.024615,USD-ISDA
|
||||
2014-10-16,15Y,S,0.026300,USD-ISDA
|
||||
2014-10-16,20Y,S,0.027950,USD-ISDA
|
||||
2014-10-16,25Y,S,0.028715,USD-ISDA
|
||||
2014-10-16,30Y,S,0.029160,USD-ISDA
|
||||
|
@ -0,0 +1,6 @@
|
||||
"Date","Name","Series","Version","Term","RED Code","Index ID","Maturity","On The Run","Composite Price","Composite Spread","Model Price","Model Spread","Depth","Heat"
|
||||
"16-OCT-14","INDEX0001","22","4","2Y","INDEX0001","INDEX0001S22V4-2Y","20-JUN-16","N","106.02387824012102%","4.35%","106.05602517128678%","1.948494666092002%","5","0.107559679560421"
|
||||
"16-OCT-14","INDEX0001","22","4","3Y","INDEX0001","INDEX0001S22V4-3Y","20-JUN-17","N","106.02387824012102%","4.45%","106.05602517128678%","1.948494666092002%","5","0.107559679560421"
|
||||
"16-OCT-14","INDEX0001","22","4","5Y","INDEX0001","INDEX0001S22V4-5Y","20-JUN-19","N","107.78997283251515%","4.55%","108.00736487680076%","2.821743763738686%","13","0.026781522860625"
|
||||
"16-OCT-14","INDEX0001","22","4","7Y","INDEX0001","INDEX0001S22V4-7Y","20-JUN-21","N","107.0880598591164%","4.65%","107.23864220890805%","3.559559969233898%","5","0.069719745652846"
|
||||
"16-OCT-14","INDEX0001","22","4","10Y","INDEX0001","INDEX0001S22V4-10Y","20-JUN-24","N","107.70321108431327%","4.75%","107.93149359945855%","3.810514998981244%","5","0.06524856929498"
|
||||
|
@ -0,0 +1,2 @@
|
||||
"RedCode","From Date","Convention","Recovery Rate","Index Factor"
|
||||
"INDEX0001","03-MAR-14","USD-NorthAmerican","30%","0.97"
|
||||
|
@ -0,0 +1,6 @@
|
||||
"Date","Ticker","ShortName","RedCode","Tier","Ccy","DocClause","Contributor","Spread6m","Spread1y","Spread2y","Spread3y","Spread4y","Spread5y","Spread7y","Spread10y","Spread15y","Spread20y","Spread30y","Recovery","Rating6m","Rating1y","Rating2y","Rating3y","Rating4y","Rating5y","Rating7y","Rating10y","Rating15y","Rating20y","Rating30y","CompositeCurveRating","CompositeDepth5y","Sector","Region","Country","AvRating","ImpliedRating","CompositeLevel6m","CompositeLevel1y","CompositeLevel2y","CompositeLevel3y","CompositeLevel4y","CompositeLevel5y","CompositeLevel7y","CompositeLevel10y","CompositeLevel15y","CompositeLevel20y","CompositeLevel30y","CompositeLevelRecovery"
|
||||
"16-OCT-14","C10","Company10","COMP10","SNRFOR","USD","XR14","Composite","0.11663768128390598%","0.1506540683957194%","0.2704407130903775%","0.449654668745077%","0.6109580440710835%","0.8325610621869631%","0.9922854539125926%","1.1282283693371045%","1.1470654173025787%","1.1676998244028993%","1.1730943019380986%","40%","BB","BB","B","B","CCC","CCC","CCC","CCC","NR","NR","NR","CCC","3","Consumer Goods","N.Amer","United States","BBB","BBB","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","Thin","Thin","Thin","Entity Tier"
|
||||
"16-OCT-14","C02","Company02","COMP02","SNRFOR","USD","XR14","Composite","4.76%","4.76%","4.76%","4.76%","4.76%","4.76%","","","","","","40%","BB","A","A","BBB","BBB","A","A","A","BB","BB","BB","A","4","Industrials","N.Amer","United States","A","AA","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","Entity Tier","Entity Tier","Entity Tier","Entity Tier"
|
||||
"16-OCT-14","C01","Company01","COMP01","SNRFOR","USD","XR14","Composite","0.28%","0.28%","0.28%","0.28%","0.28%","0.28%","","","","","","40%","BB","A","A","BBB","BBB","A","A","A","BB","BB","BB","A","4","Industrials","N.Amer","United States","A","AA","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","Entity Tier","Entity Tier","Entity Tier","Entity Tier"
|
||||
"16-OCT-14","C11","Company11","COMP11","SNRFOR","EUR","MM14","Composite","0.21335180501958786%","0.23232227101073802%","0.2984275100078798%","0.35706577085480323%","0.42504012372107824%","0.49421686547561766%","0.6271314347443387%","0.7725640191307755%","0.8640223352990325%","0.8659292758352474%","0.8675950281499702%","40%","AA","AA","AA","AA","AA","AA","AA","AA","BBB","BBB","BBB","AA","7","Financials","Europe","Switzerland","AA","AA","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","Entity Tier"
|
||||
"16-OCT-14","C11","Company11","COMP11","SUBLT2","EUR","MM14","Composite","0.36466791834599716%","0.4694889414039684%","0.5995431999047066%","0.7324527484240129%","0.8701426420797372%","1.0133943556474363%","1.2359816206450964%","1.3705535094753947%","1.4175238122421387%","1.429496658512536%","1.4422018910584604%","20%","A","A","A","A","A","BB","BB","BB","B","B","BB","BBB","5","Financials","Europe","Switzerland","AA","AA","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","CcyGrp","Entity Tier"
|
||||
|
@ -0,0 +1,5 @@
|
||||
RedCode,Convention
|
||||
COMP10,USD-NorthAmerican
|
||||
COMP02,USD-NorthAmerican
|
||||
COMP01,USD-NorthAmerican
|
||||
COMP11,EUR-European
|
||||
|
@ -0,0 +1,16 @@
|
||||
Valuation Date,Curve Name,Date,Value,Label
|
||||
,,,,,
|
||||
2009-07-31,USD-Disc,2009-11-06,0.001763775,3M
|
||||
2009-07-31,USD-Disc,2010-02-08,0.002187884,6M
|
||||
2009-07-31,USD-Disc,2010-08-06,0.004437206,1Y
|
||||
2009-07-31,USD-Disc,2011-08-08,0.011476741,2Y
|
||||
2009-07-31,USD-Disc,2012-08-08,0.017859057,3Y
|
||||
2009-07-31,USD-Disc,2014-08-06,0.026257102,5Y
|
||||
2009-07-31,USD-Disc,2019-08-07,0.035521988,10Y
|
||||
,,,,,
|
||||
2009-07-31,USD-3ML,2009-11-04,0.007596889,3M
|
||||
2009-07-31,USD-3ML,2010-08-04,0.008091541,1Y
|
||||
2009-07-31,USD-3ML,2011-08-04,0.015244398,2Y
|
||||
2009-07-31,USD-3ML,2012-08-06,0.021598026,3Y
|
||||
2009-07-31,USD-3ML,2014-08-05,0.029984216,5Y
|
||||
2009-07-31,USD-3ML,2019-08-06,0.039245812,10Y
|
||||
|
@ -0,0 +1,94 @@
|
||||
Valuation Date,Curve Name,Date,Value,Label
|
||||
,,,,,
|
||||
2014-01-22,USD-Disc,2014-01-23,0.001571524,0D
|
||||
2014-01-22,USD-Disc,2014-02-24,0.000934099,1M
|
||||
2014-01-22,USD-Disc,2014-03-24,0.000948444,2M
|
||||
2014-01-22,USD-Disc,2014-04-24,0.000935866,3M
|
||||
2014-01-22,USD-Disc,2014-07-24,0.001027672,6M
|
||||
2014-01-22,USD-Disc,2014-10-24,0.001280398,9M
|
||||
2014-01-22,USD-Disc,2015-01-26,0.001841773,1Y
|
||||
2014-01-22,USD-Disc,2016-01-25,0.005475661,2Y
|
||||
2014-01-22,USD-Disc,2017-01-24,0.009655095,3Y
|
||||
2014-01-22,USD-Disc,2018-01-24,0.013191876,4Y
|
||||
2014-01-22,USD-Disc,2019-01-24,0.015783922,5Y
|
||||
2014-01-22,USD-Disc,2020-01-24,0.017845475,6Y
|
||||
2014-01-22,USD-Disc,2021-01-25,0.019539006,7Y
|
||||
2014-01-22,USD-Disc,2022-01-24,0.02095814,8Y
|
||||
2014-01-22,USD-Disc,2023-01-24,0.02217629,9Y
|
||||
2014-01-22,USD-Disc,2024-01-24,0.023239034,10Y
|
||||
2014-01-22,USD-Disc,2026-01-26,0.02501226,12Y
|
||||
2014-01-22,USD-Disc,2029-01-24,0.026896017,15Y
|
||||
2014-01-22,USD-Disc,2034-01-24,0.028543824,20Y
|
||||
2014-01-22,USD-Disc,2039-01-24,0.029327868,25Y
|
||||
2014-01-22,USD-Disc,2044-01-25,0.029693673,30Y
|
||||
,,,,,
|
||||
2014-01-22,USD-3ML,2014-04-24,0.002413351,3M
|
||||
2014-01-22,USD-3ML,2014-07-24,0.002523692,6M
|
||||
2014-01-22,USD-3ML,2014-10-24,0.002696588,9M
|
||||
2014-01-22,USD-3ML,2015-01-26,0.003298585,1Y
|
||||
2014-01-22,USD-3ML,2016-01-25,0.007112496,2Y
|
||||
2014-01-22,USD-3ML,2017-01-24,0.011435289,3Y
|
||||
2014-01-22,USD-3ML,2018-01-24,0.015109223,4Y
|
||||
2014-01-22,USD-3ML,2019-01-24,0.017822649,5Y
|
||||
2014-01-22,USD-3ML,2021-01-25,0.021709401,7Y
|
||||
2014-01-22,USD-3ML,2024-01-24,0.025521059,10Y
|
||||
2014-01-22,USD-3ML,2026-01-26,0.027335798,12Y
|
||||
2014-01-22,USD-3ML,2029-01-24,0.029219998,15Y
|
||||
2014-01-22,USD-3ML,2034-01-24,0.030936921,20Y
|
||||
2014-01-22,USD-3ML,2039-01-24,0.031693336,25Y
|
||||
2014-01-22,USD-3ML,2044-01-25,0.032010599,30Y
|
||||
,,,,,
|
||||
2014-01-22,USD-6ML,2014-07-24,0.003342049,6M
|
||||
2014-01-22,USD-6ML,2014-10-24,0.003814115,9M
|
||||
2014-01-22,USD-6ML,2015-01-26,0.004217781,1Y
|
||||
2014-01-22,USD-6ML,2016-01-25,0.008029061,2Y
|
||||
2014-01-22,USD-6ML,2017-01-24,0.01235849,3Y
|
||||
2014-01-22,USD-6ML,2018-01-24,0.016019274,4Y
|
||||
2014-01-22,USD-6ML,2019-01-24,0.018731166,5Y
|
||||
2014-01-22,USD-6ML,2021-01-25,0.022623657,7Y
|
||||
2014-01-22,USD-6ML,2024-01-24,0.026432995,10Y
|
||||
2014-01-22,USD-6ML,2026-01-26,0.028264092,12Y
|
||||
2014-01-22,USD-6ML,2029-01-24,0.030176612,15Y
|
||||
2014-01-22,USD-6ML,2034-01-24,0.031856567,20Y
|
||||
2014-01-22,USD-6ML,2039-01-24,0.032613569,25Y
|
||||
2014-01-22,USD-6ML,2044-01-25,0.032950241,30Y
|
||||
,,,,,
|
||||
2014-01-22,GBP-Disc,2014-02-24,0.003619914,1M
|
||||
2014-01-22,GBP-Disc,2014-03-24,0.00388712,2M
|
||||
2014-01-22,GBP-Disc,2014-04-24,0.003951528,3M
|
||||
2014-01-22,GBP-Disc,2014-07-24,0.004603065,6M
|
||||
2014-01-22,GBP-Disc,2014-10-24,0.005434232,9M
|
||||
2014-01-22,GBP-Disc,2015-01-26,0.006434251,1Y
|
||||
2014-01-22,GBP-Disc,2016-01-25,0.009851532,2Y
|
||||
2014-01-22,GBP-Disc,2017-01-24,0.012585948,3Y
|
||||
2014-01-22,GBP-Disc,2018-01-24,0.01445751,4Y
|
||||
2014-01-22,GBP-Disc,2019-01-24,0.015792938,5Y
|
||||
2014-01-22,GBP-Disc,2020-01-24,0.016943957,6Y
|
||||
2014-01-22,GBP-Disc,2021-01-25,0.017977007,7Y
|
||||
2014-01-22,GBP-Disc,2022-01-24,0.018778199,8Y
|
||||
2014-01-22,GBP-Disc,2023-01-24,0.019473144,9Y
|
||||
2014-01-22,GBP-Disc,2024-01-24,0.020153626,10Y
|
||||
2014-01-22,GBP-Disc,2026-01-26,0.021307446,12Y
|
||||
2014-01-22,GBP-Disc,2029-01-24,0.022582553,15Y
|
||||
2014-01-22,GBP-Disc,2034-01-24,0.023968824,20Y
|
||||
2014-01-22,GBP-Disc,2039-01-24,0.024603858,25Y
|
||||
2014-01-22,GBP-Disc,2044-01-25,0.025077621,30Y
|
||||
,,,,,
|
||||
2014-01-22,GBP-3ML,2014-04-22,0.005636082,3M
|
||||
2014-01-22,GBP-3ML,2014-07-22,0.006213342,6M
|
||||
2014-01-22,GBP-3ML,2014-10-22,0.006970785,9M
|
||||
2014-01-22,GBP-3ML,2015-01-22,0.007835542,1Y
|
||||
2014-01-22,GBP-3ML,2016-01-22,0.01139746,2Y
|
||||
2014-01-22,GBP-3ML,2017-01-23,0.014381743,3Y
|
||||
2014-01-22,GBP-3ML,2018-01-22,0.016488241,4Y
|
||||
2014-01-22,GBP-3ML,2019-01-22,0.01804329,5Y
|
||||
2014-01-22,GBP-3ML,2020-01-22,0.019337967,6Y
|
||||
2014-01-22,GBP-3ML,2021-01-22,0.020453166,7Y
|
||||
2014-01-22,GBP-3ML,2022-01-24,0.021390734,8Y
|
||||
2014-01-22,GBP-3ML,2023-01-23,0.022179111,9Y
|
||||
2014-01-22,GBP-3ML,2024-01-22,0.022943567,10Y
|
||||
2014-01-22,GBP-3ML,2026-01-22,0.024280163,12Y
|
||||
2014-01-22,GBP-3ML,2029-01-22,0.025771703,15Y
|
||||
2014-01-22,GBP-3ML,2034-01-23,0.027230902,20Y
|
||||
2014-01-22,GBP-3ML,2039-01-24,0.027578227,25Y
|
||||
2014-01-22,GBP-3ML,2044-01-22,0.027644976,30Y
|
||||
|
@ -0,0 +1,7 @@
|
||||
Group Name,Curve Type,Reference,Curve Name
|
||||
Default,Discount,USD,USD-Disc
|
||||
Default,Forward,USD-FED-FUND,USD-Disc
|
||||
Default,Forward,USD-LIBOR-3M,USD-3ML
|
||||
Default,Forward,USD-LIBOR-6M,USD-6ML
|
||||
Default,Discount,GBP,GBP-Disc
|
||||
Default,Forward,GBP-LIBOR-3M,GBP-3ML
|
||||
|
@ -0,0 +1,6 @@
|
||||
Curve Name,Value Type,Day Count,Interpolator,Left Extrapolator,Right Extrapolator
|
||||
USD-Disc,Zero,Act/Act ISDA,Linear,Flat,Flat
|
||||
USD-3ML,Zero,Act/Act ISDA,Linear,Flat,Flat
|
||||
USD-6ML,Zero,Act/Act ISDA,Linear,Flat,Flat
|
||||
GBP-Disc,Zero,Act/Act ISDA,Linear,Flat,Flat
|
||||
GBP-3ML,Zero,Act/Act ISDA,Linear,Flat,Flat
|
||||
|
File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
@ -0,0 +1,16 @@
|
||||
Valuation Date,Symbology,Ticker,Field Name,Value
|
||||
"",,,,,
|
||||
2014-01-22,OG-Future,Eurex-FGBL-Mar14,MarketValue,150.41
|
||||
2014-01-22,OG-Future,Eurex-FGBL-Mar14,SettlementPrice,150.43
|
||||
2014-01-22,OG-FutOpt,Eurex-OGBL-Mar14-C150,MarketValue,1.51
|
||||
2014-01-22,OG-FutOpt,Eurex-OGBL-Mar14-C150,SettlementPrice,1.5
|
||||
2014-01-22,OG-Future,CME-ED-Mar14,MarketValue,99.635
|
||||
2014-01-22,OG-Future,CME-ED-Mar14,SettlementPrice,99.620
|
||||
2014-01-22,OG-Future,Ibor-USD-LIBOR-3M-Mar15,MarketValue,99.985
|
||||
2014-01-22,OG-Future,Ibor-USD-LIBOR-3M-Mar15,SettlementPrice,99.982
|
||||
2014-01-22,OG-Future,Ibor-USD-LIBOR-3M-Jun15,MarketValue,99.957
|
||||
2014-01-22,OG-Future,Ibor-USD-LIBOR-3M-Jun15,SettlementPrice,99.959
|
||||
2014-01-22,OG-Future,CME-F1U-Mar15,MarketValue,1.0071
|
||||
2014-01-22,OG-Future,CME-F1U-Mar15,SettlementPrice,1.0072
|
||||
2014-01-22,OG-Future,CME-F1U-Jun15,MarketValue,1.0088
|
||||
2014-01-22,OG-Future,CME-F1U-Jun15,SettlementPrice,1.0087
|
||||
|
Can't render this file because it has a wrong number of fields in line 2.
|
@ -0,0 +1,2 @@
|
||||
[Settings]
|
||||
reportType = cashflow
|
||||
@ -0,0 +1,45 @@
|
||||
[Settings]
|
||||
reportType = Trade
|
||||
|
||||
[Start Date]
|
||||
value = Product.startDate
|
||||
|
||||
[Maturity Date]
|
||||
value = Product.endDate
|
||||
|
||||
[NPV]
|
||||
value = Measures.PresentValue
|
||||
|
||||
[Par Rate]
|
||||
value = Measures.ParRate
|
||||
|
||||
[Recovery01]
|
||||
value = Measures.Recovery01
|
||||
|
||||
[Jump To Default]
|
||||
value = Measures.JumpToDefault
|
||||
|
||||
[IR01ParallelPar]
|
||||
value = Measures.IR01ParallelPar
|
||||
|
||||
[IR01ParallelZero]
|
||||
value = Measures.IR01ParallelZero
|
||||
|
||||
[CS01ParallelPar]
|
||||
value = Measures.CS01ParallelPar
|
||||
|
||||
[CS01ParallelHazard]
|
||||
value = Measures.CS01ParallelHazard
|
||||
|
||||
[IR01BucketedPar]
|
||||
value = Measures.IR01BucketedPar.usd
|
||||
|
||||
[IR01BucketedZero]
|
||||
value = Measures.IR01BucketedZero.usd
|
||||
|
||||
[CS01BucketedPar]
|
||||
value = Measures.CS01BucketedPar.usd
|
||||
|
||||
[CS01BucketedHazard]
|
||||
value = Measures.CS01BucketedHazard.usd
|
||||
|
||||
@ -0,0 +1,26 @@
|
||||
[Settings]
|
||||
reportType = Trade
|
||||
|
||||
[Id]
|
||||
value = Trade.id.value
|
||||
|
||||
[Description]
|
||||
value = Trade.attributes.description
|
||||
|
||||
[Counterparty]
|
||||
value = Trade.counterparty.value
|
||||
|
||||
[Settle Date]
|
||||
value = Trade.settlementDate
|
||||
|
||||
[Quantity]
|
||||
value = Trade.quantity
|
||||
|
||||
[NPV]
|
||||
value = Measures.PresentValue.amount
|
||||
|
||||
[PV01]
|
||||
value = Measures.PV01CalibratedSum
|
||||
|
||||
[USD Discounting PV01]
|
||||
value = Measures.PV01CalibratedBucketed.usd.usd-disc
|
||||
@ -0,0 +1,29 @@
|
||||
[Settings]
|
||||
reportType = Trade
|
||||
|
||||
[Id]
|
||||
value = Trade.id.value
|
||||
|
||||
[Description]
|
||||
value = Trade.attributes.description
|
||||
|
||||
[Counterparty]
|
||||
value = Trade.counterparty.value
|
||||
|
||||
[Settle Date]
|
||||
value = Trade.settlementDate
|
||||
|
||||
[NPV]
|
||||
value = Measures.PresentValue.amount
|
||||
|
||||
[PV01]
|
||||
value = Measures.PV01CalibratedSum
|
||||
|
||||
[Par Rate]
|
||||
value = Measures.ParRate
|
||||
|
||||
[Par Spread]
|
||||
value = Measures.ParSpread
|
||||
|
||||
[USD Discounting PV01]
|
||||
value = Measures.PV01CalibratedBucketed.usd.usd-disc
|
||||
@ -0,0 +1,23 @@
|
||||
[Settings]
|
||||
reportType = Trade
|
||||
|
||||
[Id]
|
||||
value = Trade.id.value
|
||||
|
||||
[Description]
|
||||
value = Trade.attributes.description
|
||||
|
||||
[Counterparty]
|
||||
value = Trade.counterparty.value
|
||||
|
||||
[Settle Date]
|
||||
value = Trade.settlementDate
|
||||
|
||||
[NPV]
|
||||
value = Measures.PresentValue.amount
|
||||
|
||||
[PV01]
|
||||
value = Measures.PV01CalibratedSum
|
||||
|
||||
[GBP Discounting PV01]
|
||||
value = Measures.PV01CalibratedBucketed.gbp.gbp-disc
|
||||
@ -0,0 +1,29 @@
|
||||
[Settings]
|
||||
reportType = Trade
|
||||
|
||||
[Description]
|
||||
value = Trade.attributes.description
|
||||
|
||||
[Counterparty]
|
||||
value = Trade.counterparty.value
|
||||
|
||||
[Settle Date]
|
||||
value = Trade.settlementDate
|
||||
|
||||
[Maturity Date]
|
||||
value = Security.attributes.expiryDate
|
||||
|
||||
[Quantity]
|
||||
value = Trade.quantity
|
||||
|
||||
[Exchange]
|
||||
value = Security.attributes.exchange
|
||||
|
||||
[Product]
|
||||
value = Security.attributes.productFamily
|
||||
|
||||
[Currency]
|
||||
value = Measures.PresentValue.currency
|
||||
|
||||
[NPV]
|
||||
value = Measures.PresentValue.amount
|
||||
@ -0,0 +1,29 @@
|
||||
[Settings]
|
||||
reportType = Trade
|
||||
|
||||
[Id]
|
||||
value = Trade.id.value
|
||||
|
||||
[Description]
|
||||
value = Trade.attributes.description
|
||||
|
||||
[Counterparty]
|
||||
value = Trade.counterparty.value
|
||||
|
||||
[Settle Date]
|
||||
value = Trade.settlementDate
|
||||
|
||||
[Quantity]
|
||||
value = Trade.quantity
|
||||
|
||||
[NPV]
|
||||
value = Measures.PresentValue.amount
|
||||
|
||||
[PV01]
|
||||
value = Measures.PV01CalibratedSum
|
||||
|
||||
[Par Spread]
|
||||
value = Measures.ParSpread
|
||||
|
||||
[USD Discounting PV01]
|
||||
value = Measures.PV01CalibratedBucketed.usd.usd
|
||||
@ -0,0 +1,55 @@
|
||||
[Settings]
|
||||
reportType = Trade
|
||||
|
||||
[Id]
|
||||
value = Trade.id.value
|
||||
|
||||
[Description]
|
||||
value = Trade.attributes.description
|
||||
|
||||
[Counterparty]
|
||||
value = Trade.counterparty.value
|
||||
|
||||
[Settle Date]
|
||||
value = Trade.settlementDate
|
||||
|
||||
[Maturity Date]
|
||||
value = Product.endDate
|
||||
|
||||
[Pay Ccy]
|
||||
value = Measures.LegInitialNotional.pay.currency
|
||||
|
||||
[Pay Notional]
|
||||
value = Measures.LegInitialNotional.pay.amount
|
||||
|
||||
[Fixed Rate]
|
||||
value = Product.legs.fixed.calculation.rate.initialValue
|
||||
# only expected to work where the swap has a fixed leg
|
||||
ignoreFailures = true
|
||||
|
||||
[Current Par]
|
||||
value = Measures.ParRate
|
||||
ignoreFailures = true
|
||||
|
||||
[NPV]
|
||||
value = Measures.PresentValue
|
||||
|
||||
[NPV Pay Leg]
|
||||
value = Measures.LegPresentValue.pay.amount
|
||||
|
||||
[NPV Receive Leg]
|
||||
value = Measures.LegPresentValue.receive.amount
|
||||
|
||||
[PV01]
|
||||
value = Measures.PV01CalibratedSum
|
||||
|
||||
[Accrual]
|
||||
value = Measures.AccruedInterest
|
||||
|
||||
[USD Discounting PV01]
|
||||
value = Measures.PV01CalibratedBucketed.usd.usd-disc
|
||||
|
||||
[Bucketed Gamma PV01]
|
||||
value = Measures.PV01SemiParallelGammaBucketed.usd
|
||||
# only expected to work where there is a single curve
|
||||
ignoreFailures = true
|
||||
@ -0,0 +1,36 @@
|
||||
[Settings]
|
||||
reportType = Trade
|
||||
|
||||
[Id]
|
||||
value = Trade.id.value
|
||||
|
||||
[Description]
|
||||
value = Trade.attributes.description
|
||||
|
||||
[Counterparty]
|
||||
value = Trade.counterparty.value
|
||||
|
||||
[Settle Date]
|
||||
value = Trade.settlementDate
|
||||
|
||||
[Maturity Date]
|
||||
value = Product.endDate
|
||||
|
||||
[NPV]
|
||||
value = Measures.PresentValue
|
||||
|
||||
[USD Dsc CCP1 PV01]
|
||||
value = Measures.PV01CalibratedBucketed.usd.usd-disc
|
||||
ignoreFailures = true
|
||||
|
||||
[USD Dsc CCP2 PV01]
|
||||
value = Measures.PV01CalibratedBucketed.usd.usd-disc-ccp2
|
||||
ignoreFailures = true
|
||||
|
||||
[USD Fwd CCP1 PV01]
|
||||
value = Measures.PV01CalibratedBucketed.usd.usd-3ml
|
||||
ignoreFailures = true
|
||||
|
||||
[USD Fwd CCP2 PV01]
|
||||
value = Measures.PV01CalibratedBucketed.usd.usd-3ml-ccp2
|
||||
ignoreFailures = true
|
||||
@ -0,0 +1,29 @@
|
||||
[Settings]
|
||||
reportType = Trade
|
||||
|
||||
[Id]
|
||||
value = Trade.id.value
|
||||
|
||||
[Description]
|
||||
value = Trade.attributes.description
|
||||
|
||||
[Counterparty]
|
||||
value = Trade.counterparty.value
|
||||
|
||||
[Settle Date]
|
||||
value = Trade.settlementDate
|
||||
|
||||
[NPV]
|
||||
value = Measures.PresentValue.amount
|
||||
|
||||
[PV01]
|
||||
value = Measures.PV01CalibratedSum
|
||||
|
||||
[Par Rate]
|
||||
value = Measures.ParRate
|
||||
|
||||
[Par Spread]
|
||||
value = Measures.ParSpread
|
||||
|
||||
[USD Discounting PV01]
|
||||
value = Measures.PV01CalibratedBucketed.usd.usd-disc
|
||||
@ -0,0 +1,30 @@
|
||||
<?xml version="1.0" encoding="utf-8"?>
|
||||
|
||||
<restrict>
|
||||
<http>
|
||||
<method>post</method>
|
||||
<method>get</method>
|
||||
</http>
|
||||
|
||||
<commands>
|
||||
<command>read</command>
|
||||
<command>list</command>
|
||||
</commands>
|
||||
|
||||
<!-- allow anyone to force a garbage collection -->
|
||||
<allow>
|
||||
<mbean>
|
||||
<name>java.lang:type=Memory</name>
|
||||
<operation>gc</operation>
|
||||
</mbean>
|
||||
</allow>
|
||||
|
||||
<!-- in case we ever end up using c3pio connection pooling, this example from the docs prevents the password being exported -->
|
||||
<deny>
|
||||
<mbean>
|
||||
<name>com.mchange.v2.c3p0:type=PooledDataSource,*</name>
|
||||
<attribute>properties</attribute>
|
||||
</mbean>
|
||||
</deny>
|
||||
|
||||
</restrict>
|
||||
Some files were not shown because too many files have changed in this diff Show More
Loading…
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Reference in New Issue
Block a user