Options for controlling the default aspects and behaviour of the pricing engine.
| Name | Type | Description | Notes |
|---|---|---|---|
| modelSelection | ModelSelection | [optional] | |
| useInstrumentTypeToDeterminePricer | Boolean | If true then use the instrument type to set the default instrument pricer This applies where no more specific set of overrides are provided on a per-vendor and instrument basis. | [optional] |
| allowAnyInstrumentsWithSecUidToPriceOffLookup | Boolean | By default, one would not expect to price and exotic instrument, i.e. an instrument with a complicated instrument definition simply through looking up a price as there should be a better way of evaluating it. To override that behaviour and allow lookup for a price from the instrument identifier(s), set this to true. | [optional] |
| allowPartiallySuccessfulEvaluation | Boolean | If true then a failure in task evaluation doesn't cause overall failure. results will be returned where they succeeded and annotation elsewhere | [optional] |
| produceSeparateResultForLinearOtcLegs | Boolean | If true (default), when pricing an Fx-Forward or Interest Rate Swap, Future and other linearly separable products, product two results, one for each leg rather than a single line result with the amalgamated/summed pv from both legs. | [optional] |
| enableUseOfCachedUnitResults | Boolean | If true, when pricing using a model or for an instrument that supports use of intermediate cached-results, use them. Default is that this caching is turned off. | [optional] |
| windowValuationOnInstrumentStartEnd | Boolean | If true, when valuing an instrument outside the period where it is 'alive' (the start-maturity window) it will return a valuation of zero | [optional] |
| removeContingentCashflowsInPaymentDiary | Boolean | When creating a payment diary, should contingent cash payments (e.g. from exercise of a swaption into a swap) be included or not. i.e. Is exercise or default being assumed to happen or not. | [optional] |
| useChildSubHoldingKeysForPortfolioExpansion | Boolean | Should fund constituents inherit subholding keys from the parent subholding keyb | [optional] |
| validateDomesticAndQuoteCurrenciesAreConsistent | Boolean | Do we validate that the instrument domestic currency matches the quote currency (unless unknown/zzz) when using lookup pricing. | [optional] |
| mbsValuationUsingHoldingCurrentFace | Boolean | [optional] | |
| conservedQuantityForLookthroughExpansion | String | When performing lookthrough portfolio expansion with ScalingMethodology set to "Sum" or "AbsoluteSum", the quantity specified here will be conserved and apportioned to lookthrough constituents. For example, an equal-weighting index with 100 constituents can be modelled as a reference portfolio with 1% weights on each equity. When expanding a $9000 holding of that index into its constituents while conserving PV, we end up with $90 of each equity. The number of units of each equity held is then implied. Note that conservation of one quantity may imply non-conservation of others, especially when some constituents are OTCs. Allowed values are: "PV" (default), "Exposure". | [optional] |
| returnZeroPv | ReturnZeroPvOptions | [optional] |