We have just added 11 indicators:
- Mark-to-Market (BC)
- Mark-to-Market (CC)
- Intrinsic Value (BC)
- Intrinsic Value (CC)
- Time Value (BC)
- Time Value (CC)
- P&L (BC)
- P&L (CC)
- Asian Forward Option (BC)
- Asian Forward Option (CC)
- Asian Forward Option (RC)
This leads us to rename 4 existing indicators to avoid confusion.
Old Name | New Name |
---|---|
Mark-to-Market | Mark-to-Market (RC) |
Intrinsic Value | Intrinsic Value (RC) |
Time Value | Time Value (RC) |
P&L | P&L (RC) |
Note:
- BC = Base currency
- CC = Counter currency
- RC = Reference currency