Appendix B Code Lists
Analytic Scheme
Relevant Analytic Schemes depend on your application.
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.
Analytic Scheme | Code | Code Name | Description |
---|---|---|---|
PRIC | Instrument Delta | Value calculated for an instrument. | |
PRIC | Instrument Delta | Value calculated for an instrument. | |
PRIC |
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