| RM_COLLECT_REPGAP_SINGLE_NODE |
|
RM Gap Analysis: Aggregates an REPGAP result with a node result |
Asset/Liability Management |
| RM_COLLECT_RISKF_FOR_YC |
|
Combine Risk Factors in Interest Area to a Node |
Market Risk Analyzer |
| RM_COLLECT_RISKF_FOR_YC_OLD |
|
Combine Risk Factors in Interest Area to a Node |
Market Risk Analyzer |
| RM_COMPLEX_ACCR_INTR_CALC |
|
Accd Int. Calculation from Security/Loan Shares of Complex Classes |
Market Risk Analyzer |
| RM_COMPLEX_BOND_FORWARD_METHOD |
|
Method Modlue for Forward Transactions for Complex Transactions |
Market Risk Analyzer |
| RM_COMPLEX_FORWARD_METHOD |
|
Method Modlue for Forward Transactions for Complex Transactions |
Market Risk Analyzer |
| RM_COMPLEX_FORWARD_UL_PREPARE |
|
Adjustment of Underlying of a Complex Forward Transaction on Forward Date |
Market Risk Analyzer |
| RM_COMPLEX_OPTION_METHOD |
|
Method Module for Complex Options for Loans and Bonds |
Market Risk Analyzer |
| RM_COMPLEX_OPTION_STRIKE_CALC |
|
Calculation of Strike of a Complex Option on the Horizon |
Market Risk Analyzer |
| RM_COMPLEX_OPTION_UL_PREPARE |
|
Check if UL is Suitable for Complex OTC Option |
Market Risk Analyzer |
| RM_COMPLEX_SEC_TYPE_DECOMPOSE |
|
Split a Complex Class in Securities and Option Component |
Market Risk Analyzer |
| RM_COMPLEX_SEC_TYPE_METHOD |
|
Method Module for Complex Classes |
Market Risk Analyzer |
| RM_COMPLEX_SEC_TYPE_OPT_CALC |
|
Valuation of Option Shares of a Complex Class |
Market Risk Analyzer |
| RM_COMPLEX_SEC_TYPE_OPT_LAYER |
|
Selection of Option-Specific Price Calculator for Opt. UL of a Compl.Class |
Market Risk Analyzer |
| RM_COMPLEX_SEC_TYPE_RATE_CALC |
|
Valutaion of a Complex Class via the Securities Rate |
Market Risk Analyzer |
| RM_COMPLEX_SEC_TYPE_RESULT_MOD |
|
Adjust NPV of Dependent Transactions to Complex Class Position |
Market Risk Analyzer |
| RM_COMPLEX_SEC_TYPE_SEC_CALC |
|
Valuation of UL Securities/Loans Shares of a Complex Class |
Market Risk Analyzer |
| RM_COMPLEX_SEC_TYPE_SEC_LAYER |
|
Select Price Calculator for the Dependent Transactions of a Complex Class |
Market Risk Analyzer |
| RM_COMPLEX_SEC_TYPE_UL_DETERM |
|
Determination of an Underlying FGET for a Complex Class |
Market Risk Analyzer |
| RM_COMPOUND_OPTION_EURO |
|
Price of a Compound Option According to Geske and Rubinstein |
Market Risk Analyzer |