OTC Value
Pricing workspace
Find quick answers about portfolios, positions, valuations, and workspace settings.
A position line can be valued automatically or manually.
Manual and scheduled requests are queued and processed by the valuation worker. When the valuation completes, the positions grid refreshes automatically and a notification confirms that positions were refreshed.
OTC Value supports FX and commodity contract types, including forwards, swaps, NDFs, vanilla options, Asian options, barrier options, spread options, swing options, and average price options.
See the full list with descriptions on the Instrument Types page.
Contact us using the form and, if possible, attach the contract or term sheet that describes the financial details. We will do our best to add this contract type.
Open Positions and use Add Portfolio. A portfolio groups position lines and defines the currency used to display portfolio-level values.
In the positions grid, open the row actions or right-click a position row and choose Valuation history. The history shows previous valuation results for the selected position.
A red row indicates a valuation error. An italic row indicates that the latest valuation was computed before the selected as-of date.
Portfolio valuation times are configured from the portfolio actions in Positions. Times are displayed in your user time zone and stored in UTC for scheduled processing.
Your time zone controls how dates and valuation times are displayed in the application. Scheduled valuation times are converted to UTC before they are saved.
You can review your display settings from Display Settings.
Positions can be valued with market data of different quality levels:
To review the market data used for a specific position line, open Positions, open the row actions or right-click the position row, and choose About valuation. The Market data used table shows each input used by the latest valuation, including the request, used value, quality, method, source, and details.