Modules
Net Exposure Over Different Calendar Periods
- Creator:
- byron
- Submitted:
- Apr 13 2006 at 2:25 pm
- Last Updated:
- Apr 4 2007 at 8:08 pm
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Description
This Module calculates basic Change on Day, 2 Days, Week, Month, and Year report for an input Entryset. For example, calculate net exposure to a given sector, counterparty, or strategy in a portfolio using historical portfolio information.
The report is generated for each unique item in a chosen Attribute. So for example you might group by Sector, Counterparty, Trade Book, or Strategy and calculate the change over Mark to Market. This would sum the total Mark to Market each day for each of the items in the category (like Tech, Healthcare, etc. if you group by Sector).
The Change on Day, 2 Days, Week, Month, and Year is calculated for each of the items in the group based on the totals specified above.
Sounds fancy, but it's easy to see with the example data.
To use this Module you have to configure a few items in the Viewer.
First, if you want to use your own data, click the button "Pick Excel File and Range to Read".
You can preview the data by clicking the checkbox, "View Data".
Next:
1. Pick which Attribute has the Dates.
2. Pick the Attribute to calculate the change over (like MTM, Risk, etc.)
3. Pick the Attribute to Group over. If there are hundreds of unique items in this Attribute the report will take awhile to run.
4. Pick a date to do the report for.
Now click the Button, "Run Report"