Valuation models

Value a file of instruments

Upload a CSV, Excel or JSON file of bonds, swaps, FRAs, FX forwards, options and credit default swaps, with optional volatility surfaces, and value every row on today's stored market data.

Instruments file

Instruments (CSV, Excel or JSON)One row per instrument, up to 1,000 rows and 5 MB.Volatility surfaces (optional)Long format: surface_id, type, quote, expiry, strike, parameter, value.

Files are read on the analytics core, valued on the latest stored market data and discarded there. The instruments and surfaces that read correctly are kept in this browser only, so each model page can pick them under Select. Each instrument is valued as one long unit of its terms.

Templates

Columns are the spec's field names; common aliases such as Maturity, Coupon and Ccy are recognised. Rates can be decimals, 5% or 50bp, and dates can be YYYY-MM-DD or a tenor such as 6M. The mixed example's last row reads the EURUSD_SMILE surface from the surfaces template.