The Instrument type Profile maintains the instrument types with which
products are initialized. Additional fields, that match fields in the
product table, may be added to the instrument table so that the product is
initialized with the instrument type values.
| Code |
Unique identifier; Mandatory |
| Description |
Descriptive text. |
| Display Index |
Unique number for ordering in drop down field |
| Calc Code |
Used to initialize the calc code and other values in the product form |
| Instrument Class |
Class (category) to which this type belongs. Useful
for reporting purposes. |
| Rounding |
Initializes rounding on a new security |
| Reval Basis |
Indicates how cost is set by the nightly
process. Valid values are Market price Adjusted cost, Original cost (C),
or Par. See Computed NAV
for more details. |
| Illiquid Until |
Is the number of days before maturity when a normally-illiquid money market security is presumed to
become liquid. Usually this is around 7 days. If the value is -1, the security never becomes liquid. When the correct
daycount is hit, the system flips the illiquid flag. If the value is left empty, the security's is_illiquid value is based on the
issuer's is_illiquid value. |
| Requires Collateral |
In systems that support repos, indicates whether associated security is a repo security requiring
collateral on the ticket |
| Reval Uses Accrued Interest |
Used for nightly Computed NAV
calculations |