Pricing Data Editor

In Financial Model Builder a tool is implemented to ensure that the data structure is coherent. The tool makes it easier and intuitive to build the pricing data file. This tool is called the Pricing Data Editor.

The goals of this Pricing Data Editor are:

  • Simplified comprehension of the pricing data file by hiding the complexity of the representation.
  • Simplified editing of the pricing data file while keeping the consistency.

The Pricing Data Editor is available while opening a pricing data file. It works by parsing the file and presenting the information in the several tabs, at the bottom of the editor. If you want to learn more about the scenario concept, more details are available in the Parallelization Tutorial.

Currently, the Pricing Data Editor supports data0D and data1D type of data.

Scenarios Tabs

In order to illustrate the features provided by this tool, you use the pricing data file IRS.scn provided in the Interest Rate Swap Tutorial. If you double-click the pricing data file, you can automatically visualize the decomposed scenario data in the Scenarios tab, with the input yield curves.

Fig. 100: The Scenarios tab with the decomposition of the IRS.scn file content.

Fig. 100: The Scenarios tab with the decomposition of the IRS.scn file content.

If you click one of the yield curves, such as the discount_Libor_3M curve, you can visualize the associated scenario data, historical data, and meta data in the top tab.

Fig. 101: The Scenario data tab of the discount_Libor_3M curve.

Fig. 101: The Scenario data tab of the discount_Libor_3M curve.

Fig. 102: The Historical data tab of the discount_Libor_3M curve, which is empty here.

Fig. 102: The Historical data tab of the discount_Libor_3M curve, which is empty here.

Fig. 103: The Meta data tab of the discount_Libor_3M curve.

Fig. 103: The Meta data tab of the discount_Libor_3M curve.

Above the yield curves, the three icons enable to Add, Update and Delete your pricing data file.

Edit the Scenarios Tabs - Scenario Data

To edit scenario data, by adding new scenario data values
  1. Select one of the curves.
  2. Click below the scenario data to add a point.
Fig. 104: Adding a scenario data point.

Fig. 104: Adding a scenario data point.

  1. Visualize the edited discount_Libor_3M curve with the new added point as of 2019-03-13 with a value of 0.98895.
Fig. 105: The edited discount_Libor_3M curve with an additional scenario data value.

Fig. 105: The edited discount_Libor_3M curve with an additional scenario data value.

To edit scenario data, without adding new scenario data values
  1. Click one of the scenario data values.
  2. Change its value.
Fig. 106: Changing a scenario data value.

Fig. 106: Changing a scenario data value.

  1. view the edited discount_Libor_3M curve with the edited point as of 2018-03-13, with a new value of 0.99158 instead of 0.99458.
Fig. 107: The edited discount_Libor_3M curve with a modified scenario data value.

Fig. 107: The edited discount_Libor_3M curve with a modified scenario data value.

To remove scenario data
  • Click the bin next to the values.

In the same way, you can edit historical and meta data.

Edit the Scenarios Tabs - Historical Data

To edit historical data
  1. Click the Historical data tab.
  2. Click to add a single historical data value at a chosen date in the past.
Fig. 108: Adding a historical data date.

Fig. 108: Adding a historical data date.

  1. Click again to choose the dimension: zero for a single point, one for an array of points.
Fig. 109: Adding a historical data value.

Fig. 109: Adding a historical data value.

The data addition was previously confirmed with a green window popping up at the top right corner of the Editor.

Fig. 110: Confirmation of a new a historical data addition.

Fig. 110: Confirmation of a new a historical data addition.

To remove a historical data
  • Click the bin next to the values.

Edit the Scenarios Tabs - Metadata

To edit meta data
  1. Click the Meta data tab.
  2. Click .
  3. Choose the type of data from the data type list.
Fig. 111: Adding a meta data date value.

Fig. 111: Adding a meta data date value.

To remove a meta data
  • Click the bin next to the values.

Configuration Tab

In the other tabs next to the Scenarios one, you can edit the rest of the categories of the pricing data file: Configuration and Calendars.

Fig. 112: Adding a configuration to a pricing data file.

Fig. 112: Adding a configuration to a pricing data file.

Calendars Tab

To add a calendar to a pricing data file
  1. Switch to Calendars tab.
  2. Click .
  3. Add a calendar by providing its name, start and end dates and open days.
Fig. 113: Adding a calendar to a pricing data file.

Fig. 113: Adding a calendar to a pricing data file.

You visualize the calendar in the main window, displayed by months and divided by years. To edit or delete a calendar, click the corresponding icons in Calendars toolbar.

Fig. 114: Visualizing a calendar.

Fig. 114: Visualizing a calendar.

The File Tab

The FIle tab provides you with the raw pricing data file.

Fig. 115: Raw pricing data file in the File tab.

Fig. 115: Raw pricing data file in the File tab.