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Page History: Portfolio Analysis Properties

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Page Revision: 2016/07/06 10:25


Image

    Save as default & Copy

  1. Layout: Sets the default window.
  2. Save: Saves copy of the window settings. Note this is stored and can be edited in the Window Management
  3. General

  4. Mode Type: Set the mode for this portfolio analysis window.
    • Default = Midpoint or static
    • Settlement = use settlements
    • Prelim Settlement = use preliminary settlements
  5. Inventory Type: Set the inventory type for this portfolio analysis window.
    • All
    • Current Day
    • Previous Day
  6. Step Interval Type: Override the step interval type for this portfolio analysis window.
    • Default = Series
    • Percentage
  7. Step Percentage: Override the step intervals' percentage amount for this portfolio analysis window.
  8. Apply Weighted Greeks: Apply the weighting to the greeks to this portfolio analysis window. The amount of the weighting is set in the model management.
  9. Disable Live Updates Disable the live updates in this window. A change to the underlying future will not force the report to recalculate.

    Comments:

    • When switching reports, a new live snapshot will occur once and then live updates will not continue.
    • If you want to set a specific price: set the underlying price statically.

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