Valuation of Portfolios
Before a portfolio can be valued it must be selected and displayed. Select "Browse" from the
main "Portfolios" menu to display the Portfolio Browser:
After choosing the desired type of portfolios to display select "Search" to
display a list of all such portfolios in the database. From this list highlight
the portfolio that is to be valued and then click on "Select". This displays the
desired portfolio.
To value this portfolio it is necessary to select a World State and the desired Sensitivity Measurement under that World State. These can be selected using the list boxes in the
Measurement Details area of the Actual Portfolio Window.
In addition, it is necessary to choose at least one Data Variable Range for the valuation and the date for which the calculation is required.
Finally, all What-If Positions that are to be included in the calculation must be set to the ON position to
indicate that they are active.
The desired valuation is then invoked by clicking on the "Recalc" button and the final result is
displayed in the chart.
