We have just added 16 indicators:
- Mark-to-Market (BC) (party)
- Mark-to-Market (BC) (counterparty)
- Mark-to-Market (CC) (party)
- Mark-to-Market (CC) (counterparty)
- Intrinsic Value (BC) (party)
- Intrinsic Value (BC) (counterparty)
- Intrinsic Value (CC) (party)
- Intrinsic Value (CC) (counterparty)
- Time Value (BC) (party)
- Time Value (BC) (counterparty)
- Time Value (CC) (party)
- Time Value (CC) (counterparty)
- P&L (BC) (party)
- P&L (BC) (counterparty)
- P&L (CC) (party)
- P&L (CC) (counterparty)
This leads us to rename 8 existing indicators to avoid confusion.
| Old Name | New Name |
|---|---|
| Mark-to-Market (party) | Mark-to-Market (RC) (party) |
| Mark-to-Market (counterparty) | Mark-to-Market (RC) (counterparty) |
| Intrinsic Value (party) | Intrinsic Value (RC) (party) |
| Intrinsic Value (counterparty) | Intrinsic Value (RC) (counterparty) |
| Time Value (party) | Time Value (RC) (party) |
| Time Value (counterparty) | Time Value (RC) (counterparty) |
| P&L (party) | P&L (RC) (party) |
| P&L (counterparty) | P&L (RC) (counterparty) |
Note:
- BC = Base currency
- CC = Counter currency
- RC = Reference currency