Appendix B Code Lists

B.1

Analytic Scheme

Relevant Analytic Schemes depend on your application.

Table B.1: Analytic Scheme code list

Code Code Name Description
PRIC Pricing Analytics Analytics relating to the valuation of financial instruments.
RISK Risk Analytics Analytics relating to the risk measurement of portfolios.
PERF Performance Analytics Analytics relating to the performance measurement of portfolios.

B.2 Analytic Scheme Element

The list of exact Analytical Scheme Elements depends on your application.

Table B.2: Analytic Scheme Element code list

Analytic Scheme Code Code Name Description
PRIC   Instrument Delta Value calculated for an instrument.
PRIC   Instrument Delta Value calculated for an instrument.
PRIC

Get Pricing, Risk, and Performance Measurement in Practice now with O’Reilly online learning.

O’Reilly members experience live online training, plus books, videos, and digital content from 200+ publishers.