Settlement Days for Swap Number of settlement days for Applies only to swaps. Settlement days for settlement margin How many settlement days that will be used for a series expiring today. This parameter is only used for Margin Simulation. Preliminary Fixing on Day before Closing Select if preliminary closing on day before closing should be used. Normal = No. Applies only to Options and Forwards. Calculate Margin Select if margin requirement should be calculated. Normal value is . The value can be set to for an instrument where margin requirements are not calculated within the system. Applies to all instruments. Position Select if position should be printed in Margin and Position List. Normal value is Yes. The value can be set to No if instruments where margin requirements are not calculated within the system, also should not appear on the Margin and Position list. Applies only to instruments with Calculate Margin unmarked. Guard price movements Select if price movements for futures should be guarded during intra day margin calculations. Maximum allowed price movement is guarded by the user risk parameter Allowed price movements, Applies only to futures. Option Underlying Base 1 Specify on what to base the valuation of options. See explanation in section . Applies only to options. Option Underlying Base 2 Specify the fallback for option valuation if the base 1 method fails. See explanation in section Applies only to options.
Settlement Days for Swap Number of settlement days for Applies only to swaps. Settlement days for settlement margin How many settlement days that will be used for a series expiring today. This parameter is only used for Margin Simulation. Preliminary Fixing on Day before Closing Select if preliminary closing on day before closing should be used. Normal = No. Applies only to Options and Forwards. Calculate Margin Select if margin requirement should be calculated. Normal value is . The value can be set to for an instrument where margin requirements are not calculated within the system. Applies to all instruments. Position Select if position should be printed in Margin and Position List. Normal value is Yes. The value can be set to No if instruments where margin requirements are not calculated within the system, also should not appear on the Margin and Position list. Applies only to instruments with Calculate Margin unmarked. Guard price movements Select if price movements for futures should be guarded during intra day margin calculations. Maximum allowed price movement is guarded by the user risk parameter Allowed price movements, Applies only to futures. Option Underlying Base 1 Specify on what to base the valuation of options. See explanation in section . Applies only to options. Option Underlying Base 2 Specify the fallback for option valuation if the base 1 method fails. See explanation in section Applies only to options.
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