Application Defaults
There are three important default values that must be set in the RiskWin framework via the following dialog:
Current Date:
The current date specifies the date for which all data is valid. For example,
all spot exchange rate data is assumed to be the spot rates at the current date.
The user can change this date when using RiskWin for analysis as of past dates or at future dates.
World State:
The default World State is one which should contain all the necessary information required for
conversions between all the currencies that are expected to be used. This would include an Exchange Rate Structure between all the currencies and a Sovereign Yield Curve for each currency.
The user should usually define a World State which represents all relevant external data at the current date. It is this World State which should be used as the
default World State.
Valuation Currency:
The default Valuation Currency is the currency in which all portfolio valuations are done.
In addition to the above defaults, the user can specify the following:
Holiday Calendar:
The default Holiday Calendar is used whenever there is a need to check for valid business dates. Any
security that does not have a Holiday Calendar in its specification, uses the
default Holiday Calendar if it needs one.
Chart Settings:
The default Chart Settings are used to specify the chart style to use when
displaying portfolio valuation results. They can be changed via the following
dialog:
