Portfolio Pricing

In the Pricing applet, present values can be calculated ad-hoc for entire portfolios under scenarios. Calculations do not require CPU resources on the server, but are carried out in the browser. Moreover, it is not necessary to save data on the server backend to perform calculations. The relevant data such as portfolio, parameters or even scenarios can be imported or entered directly in the Pricing applet, i.e. no special permissions are required. However, data on the server may be used if the user has read permissions. For analyzing just a single instrument, you can use the analysis functionality which also includes the analysis of all cash flows. For more details, see documentation of JSON risk Analysis applet.

Input data
Run calculations

Input data

In order for the Pricing applet to calculate present values, a portfolio and a parameter set must be provided on the Portfolio and Parameters tabs. Optionally, a scenario group can also be added on the Scenarios tab. For data requirements and data formats for a portfolio, a parameter set and a scenario group see documentation of JSON risk Portfolios applet , documentation of JSON risk Parameters applet and documentation of JSON risk Scenarios applet.

Portfolio

There are three ways to provide the portfolio for the calculations within the JSON risk pricing applet:

Load portfolio from server backend: choose date and name of the portfolio saved on the server backend in the corresponding dropdown boxes -> click Load Portfolio.
Import portfolio (JSON or CSV file) from local system: click Import (csv) or Import (json) -> search for the file in the local file browser to import.
Type in a portfolio: click Create instrument -> enter or paste instrument attributes -> click Add as new item.

It is also possible to modify or remove single instruments to/from the displayed portfolio and to add instruments to the portfolio without saving the changes:

Edit single instruments: click Edit next to the instrument -> change instrument attributes -> click Save.
Add new instrument: click Edit next to the instrument -> change instrument attributes -> click Add as new item.
Remove instruments: click Remove next to the instrument.
Import more instruments: click Import more (csv) or Import more (json) -> search for the file on the local file system to import.

For later reuse, the portfolio can also be exported as CSV or JSON file by clicking Export csv or Export json.

Remark: Editing portfolios in the Pricing applet does not change any data on the server backend.

Parameters

There are three ways to provide parameters for the calculations within the JSON risk Pricing applet:

Load parameter set from server backend: choose name of the parameter set saved on the server backend in the corresponding dropdown box -> click Load Params.
Import parameter set (JSON file) from local system: click Import (json) -> search for the file on the local file system to import.
Import single parameter objects via CSV: Type in Valuation date -> import single data objects. See documentation of JSON risk app parameter management -> Add data object to a parameter set -> csv upload.

It is also possible to add or remove individual parameter objects to/from the displayed parameter set and to add data objects to the parameter set without saving the changes:

Add parameter objects via csv files: See documentation of JSON risk app parameter management -> Add data object to a parameter set -> csv upload.
Remove parameter objects: See documentation of JSON risk app parameter management -> Remove data object(s).

For later reuse, the parameter set can also be exported as JSON file by clicking Export.

Remark: Editing parameters in the Pricing applet does not change any data on the server backend.

Scenarios

There are two ways to provide the scenarios for the calculations within the JSON risk pricing applet:

Load scenario group from server backend: choose name of the scenario group saved on the server backend in the corresponding dropdown boxes -> click Load Scenarios.
Import scenario group (json file) from local system: click Import (json) -> search for the file on the local file system to import.

Run calculations

As previously stated, to run calculations it is necessary to provide a portfolio and a corresponding parameter set, that means parameters from the set have to be assigned to instruments in the portfolio. See documentation of JSON risk app Portfolios applet . Moreover, it is possible to use scenarios for calculations.

After the data is available in the pricing applet as described in the Input data section above, calculations can be started by clicking Calculate on the results tab. The calculation progress as well as error messages and warnings are displayed on the tab. The IDs of the instruments that could not be evaluated are also displayed.