Execute / Re-Execute Run
The system will automatically populate the default simulation and pricers/models for each product within the trade scope as well as allow for their changing based on current reference data mappings of simulation / pricer types for each product
The system will allow for the definition of different trade sets within a product type based on other properties of trades that will allow for a different set of model / simulation parameters for each set For example:
- All USD Swaps within the BMO Toronto Legal Entity use Curve A for pricing
- All USD Swaps within the BMO Chicago Legal Entity use Curve B for pricing
The system will provide a list of runs currently accessible in a chronological order along with brief details of execution parameters
After a specific run has been selected, the system will provide a list of available views (as previously defined in the Use Case: View / Update Results View) that can be applied by the user to this run
When a combination of run and view are selected, the system will display all run results in a format specified by the view
When viewing run results, the system will give the user the ability to show / hide columns, and pivot on all the reference domains as required. (i.e. if a reference domain added on top of the run
The system will allow for columns to be added to the pivot as additional information to a row rather than as grouping levels, or have the ability to flatten groupings when only a single value is present.
References: