Symbols for forward rate calculator
|
Symbols |
Description |
|
CASH/TOM |
Cash Tom |
|
CASH/SPOT |
Cash Spot |
|
TOM/SPOT |
Tomorrow Spot |
|
SPOT |
Spot |
|
ON |
Overnight |
|
TN |
Tomorrow Next |
|
SN |
Spot Next |
|
1W, 2W, 3W |
W indicate week like 1 week, 2 week, 3 week |
|
0M, 1M TO 12 M |
M indicates Month |
|
CUSTOM |
User specific forward date |
|
SrNo. |
Serial No |
|
Desc. |
Description |
|
Days |
No of days between date 1 and date 2 |
|
Pillar Date |
Fixed Forward Dates |
|
Bid Price |
Forward Bid Price |
|
Ask Price |
Forward Ask Price |
|
Bid % |
Bid % |
|
Ask% |
Ask% |
|
FwdOuthrightBid |
Forward Outright Bid |
|
FwdOuthrightAsk |
Forward Outright Ask |
|
Date |
Forward Date or Custom date |
|
SpotRateBid |
Spot Rate Bid |
|
SpotRateAsk |
Spot Rate Ask |
|
SwappointBid |
Swap Point Bid |
|
SwapPointAsk |
Swap Point Ask |
|
Symbols |
Symbols for Date 1 |
|
Fwddate1 |
Forward Date 1 |
|
FwdOuthrightBid1 |
Forward Outright Bid for Date 1 |
|
FwdOuthrightAsk1 |
Forward Outright Ask 1 for Date 1 |
|
Symbols |
Symbols for Date 2 |
|
Fwddate2 |
Forward Date 2 |
|
FwdOuthrightBid2 |
Forward Outright Bid for Date 2 |
|
FwdOuthrightAsk2 |
Forward Outright Ask 1 for Date 2 |
|
FFBid |
Forward – Forwards Bid |
|
FFAsk |
Forward – Forwards Ask |
|
FFOuthrightBid |
Forward – Forwards Outright Bid |
|
FFOuthrightAsk |
FFOuthrightAsk Forward – Forwards Outright Ask |
Note –
1. The FWD – Rate Calc has an option on Right click whether to display Broken Dates/Fwd-Fwds or not in the already open window
2. The values of Fwd – Fwds will update dynamically in exported excel just like the Broken Dates in case of Excel RTD
Comments
0 comments
Please sign in to leave a comment.