Defining Market Indices

This name identifies the market index throughout the system, and appears in the quote name.

When you save the market index, you will be prompted to enter the name for the index.

A unique identifier that is assigned by the application when you save a new Market Index.

An informational subtype. The sub-type is only for filtering. A list of choices is contained in the domain "MarketIndex.subtype".

Select the currency in which the index is quoted.

The Security Codes that identify the ADR Product. Available codes designated in the Product Code window as ALL.

Select the country of the Market Index.

Select the market place where the index trades. The market place is a legal entity with the MarketPlace role.

Displays the market place spot days entered in the SpotDays Legal Entity Attribute. The spot days and the holidays attached to the MarketPlace defined in the Legal Entity are used to compute the Settle Date.

Select the issuer of the index. The issuer is a legal entity with the Issuer role.

Select the provider of the index as needed. The provider is a legal entity with the Provider role.

Select a legal entity with the role of Provider. This entity is needed to manage cash in a market index. If this field is left blank, imported market indices will not be able to handle cash.

Select the publishing schedule frequency.

Some schedules have for specific publishing days. Day of the week, month, etc.

Select the holiday calendars to determine the non-business days for the index.

Enter the hour of the day when publishing occurs.

Enter the minute when publishing occurs.

Select the time zone for the publish time.

Select a Expected Dividend date rule, if any.

Date rules are created using Configuration > Definitions > Date Schedule Definitions > Date Rules.

Enter the payment lag for the final cashflow, if any.

Enter an External Reference ID as applicable.

Enter a free-text description as applicable.

Click to select an underlying product.

You can double-click the Products label in the Product Chooser window to view the list of available products.

For an FX asset, you can select the fixing in the Quotable field.

Displays the selected product's currency.

Enter the quantity / weight of the product within the index.

Displays the currency pair between the product's currency and the index currency (set in the Definition panel).

Only applies if the product's currency is different from the index currency.

Select the file that contains the Market Index Definitions.

Select the legal entity of the of the Provider. If this field is left blank, the paid cash for the imported market indices cannot be handled.

Select the product codes that are in the Definitions File.

Click in this field to add a comment. A default comment is provided if none is entered.

Select this if you wish to also import constituents. When this check box is selected, the window expands to display the fields required for this process.

Select the file that contains the market index constituents to be imported.

Select the product codes for the market indices in the file.

Select the product codes for the constituents in the file.

Clicking this option creates missing bonds that are encountered during the import. The columns needed in the bond file are:

Notional Amount, Level 0, Ticker, Issuer, Final Maturity, First Settlement Date, Interest Accrual Date, first Coupon Date, Day Count Method, Coupon Frequency and Coupon.