Definicja evaluation type

Groups together market parameters and methods that are used in Risk Management evaluations.

Ensures that market prices (for example, yield curves, exchange rate types, security types or volatility types) and calculation methods are assigned to financial instruments, and hence can be applied in NPV or value-at-risk calculations.

Where the standard settings are not to be used, market parameters and methods are assigned to the transaction by means of the valuation rule.