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Securities
To add new securities to TREAM and link the securities a one asset class. By entering the ISIN TREAM should be able to load all other parameters from the internet. For Stocks and Funds the trading currency can be defined. FX pair – only internal field to link a tradeable security to a currency pair; should be created automatically with the Currency pair mask Hist update time: time of the last refresh of the quote history for backward testing. Quote type: bonds are usually quoted in percent, whereas stocks in cash per one unit and options in cash per 100 contracts. Price feed: to set the main price feed for this security Exposure parameters: indicates if some action is needed on this security e.g. because the asset allocation has been breached in at least one portfolio. Maybe no needed any more. Monitoring security limit: to create simple alerts if the security changes by x percent. Issuer: company that has issued the security
Shows only the fields needed for Equities and uses presets e.g. the quote type "per unit".
Shows only the fields needed for fixed income securities and uses presets e.g. the quote type "per percent".
Shows only the fields needed for funds or ETFs and uses presets.
To define the cash types. With "decimals"can be defined how many decimals should be displayed and with decimals trading the number of decimals expected for trades.
To define the FX conventions. It is recommended to define only the more liquid side of the currency pair e.g. EUR/CHF and not CHF/EUR.
To edit the securities not listed above.
As a fallback in case a security has been set to the wrong type by mistake.
To separate the trades and to use the correct handling of the trades. E.g. to define the default quote type for a set of securities. Usually only to rename the security types. For a more detailed usage in the asset allocation tree and to link the securities to the tree use an asset class exposure item.
To links two securities and define the relation. For example to link the underlying stock to an option or to define the components of an equity fond.
To add more kind of security underlyings if needed.
Rarely used, but to define the new quote types. The Quantity Factor is used to calculate the correct cash amount for the trades and performance calculation. This can be useful e.g. in case of a stock split to create a new quote type for option that have been issued prior the split and that may have a broken contract size.
To link bonds to a company.
E.g. to define the dividend payments, nominal reduction and other payments.
E.g. to define the symbols of the security exchanges e.g. for price retrieving.