PURPOSE
To provide the details used by CS Lucas to show the Bond Portfolio Duration.
WHY IS THIS IMPORTANT?
Allow users to verify the details of Bond Portfolio Duration.
QUERY
1. Navigate to Reporting > Standard > Report 8035: Bond Portfolio Duration.
2. Fill in the mandatory parameter – Portfolio, As At Date, Reporting Currency.
3. Click on the required format.
4. The report shows the Asset Class, Ticker, Portfolio, Holding, Currency, Market Price, Reporting Currency, Amortised Cost, Reporting Currency, Market Value, Variance, Coupon (%), MDate, Weighting (%), Remaining Tenor (Yr), Market Yield (IRR), Macaulay Duration, Modified Duration.
For explanation of button, please see link.
For explanation of buttons, please see link.
DATA SOURCE
FREQUENTLY ASKED QUESTIONS
RELATED INFORMATION
CHANGE HISTORY
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