Functions on special system

SpecialAnnex.closingDate→Date

Result: The ClosingDate function returns the closing date of the DTG or the investment date of the loan/fixed-term deposit; 0 for margins.

SpecialAppendix.Bank→Bank

Result: The Bank function provides the bank of the account of the special investment.

SpecialAnnex.specialAnnex→SpecialAnnex

Result: The function is provided by the special system itself.

SpecialFacility.stock→number

Result: The Balance function provides the balance of the special asset, for DTGs the future inflow amount in the inflow currency.

SpecialAppendix.BookEntries→List(Transaction)

Result: The BookEntries function provides the list of all transactions (BookEntries) of the special asset.

SpecialInvestment.Convexity[Date;MarketRate;InterestDayType]→Number

Date (Date[Current date]).

Market interest rate (figure[]).

Interest date type (period formula type[]).

Result: The Convexity function provides the convexity of fixed-term deposits at date and market interest rate (analogous to bonds).

SpecialInvestment.duration[date;market interest rate;interest.day.type]→number

Date (Date[Current date]).

Market interest rate (figure[]).

Interest date type (period formula type[]).

Result: The Duration function provides the duration of fixed-term deposits at the date and market interest rate (analogous to bonds).

Specialmaturity→number

Result: The Maturity function provides the date of the DTG or maturity of the loan/fixed-term deposit.

SpecialInvestment.fixed_interest_per_unit[date]→number

Date (Date[Current date]).

Result: The function Fixed_interest_per_period returns:

Fixed-term deposit: Accrued interest on a fixed-term deposit as at <date>.
Credit: always 0.
DTG: always 0.

SpecialAppendix.IBAN→String

Result: The IBAN function provides the IBAN (International Bank Account Number) of the bank of the account of the special investment.

SpecialInvestment.holder→holder

Result: The Owner function provides the owner of the special installation.

SpecialAppendix.purchaseprice→number

Result: The Buy price function returns:

DTG: Recorded forward rate in outflow currency per inflow currency.
Credit: Loan amount in investment currency.
Fixed-term deposit: Fixed-term deposit amount in investment currency.
Margin: Current margin account balance in margin currency.

SpecialPurchasePriceDev→Number

Result: The function KaufkursDev returns:

DTG: Recorded forward rate in evaluation currency per inflow currency.
Credit: Credit amount in evaluation currency.
Fixed-term deposit: Fixed deposit amount in evaluation currency.
Margin: Current margin account balance in evaluation currency.

SpecialAppendix.purchaseprice→number

Result: The purchase price function returns:

DTG: Investment in outflow currency.
Credit: Sum of the individual repayments in loan currency.
Fixed-term deposit, margin: 0.

SpecialPurchasePriceDev→Number

Result: The purchase priceDev function returns:

DTG: Investment in evaluation currency.
Credit: Sum of the individual redemption payments in evaluation currency. The conversion into the evaluation currency is carried out using the exchange rates on the posting date of the repayment: Investment currency→Account currency (on the posting date) Account currency→Evaluation currency (on the evaluation period).
Fixed-term deposit, margin: 0.

SpecialAccountNumber→String

Result: Special account number assigned to the system.

SpecialInvestment.couponValue→Number

Result: The CouponValue function provides the cumulative loan interest payments in loan currency for loans.

SpecialInvestment.CouponValueDev→Number

Result: The KuponWertDev function provides the cumulative loan interest payments for loans in the evaluation currency.

SpecialInvestment.ModifiedDuration[Date;MarketRate;InterestDayType]→Number

Date (Date[Current date]).

Market interest rate (figure[]).

Interest date type (period formula type[]).

Result: The ModifiedDuration function returns the modified duration of fixed-term deposits at date and market interest rate (analogous to bonds).

SpecialAppendix.name→String

Result: The Name function provides the name of the special installation.

Specialattachment.referencenumber→String

Result: The Reference number function provides the external reference number of the special installation, e.g. for the .

SpecialInvestment.remainingterm[date;interestdaytype]→number

Date (Date[Current date]).

Interest date type (period formula type [act/act (ISMA-251)]).

Result: The Remaining term function returns the remaining term of fixed-term deposits at<date>in years according to the interest calculation method.

SpecialAppendix.TA_ForeignExchangeGain→Figure

Result: The TA_Foreign Exchange Gain function returns:

DTG: Unrealized profit due to the exchange rate change to the reporting currency.
Credit/fixed-term deposit: Success due to any exchange rate changes.

SpecialAppendix.TA_profit→Figure

Result: The TA_Gwinn function returns:

DTG: Market value of the DTG in evaluation currency.
Credit/fixed-term deposit: Success due to possible exchange rate changes.

SpecialAppendix.TA_profitPercentage→Number

Result: The TA_GewinnProzent function returns the percentage success.

SpecialAppendix.TA_ProfitRealized→Number

Result: The TA_GewinnRealisiert function returns the realized foreign exchange profit in evaluation currency.

SpecialAppendix.TA_PriceDateSale→Date

Result: The TA_KursdatumVerkauf function returns the date of the valuation price for DTGs.

SpecialAppendix.TA_Price_gain→Number

Result: The TA_Kursgewinn function returns the unrealized profit for DTGs due to the change in the forward price.

SpecialAppendix.TA_CourseSale→Number

Result: The TA_KursVerkauf function provides the valuation rate in outflow currency per inflow currency for DTGs.

SpecialAnnex.TA_PriceValueShare→Number

Result: The TA_KurswertAnteil function returns the share of the DTG, loan, fixed-term deposit or margin account balance in the assets (negative values for loans).

SpecialAnnex.TA_PriceValueSale→Number

Result: The function TA_KurswertVerkauf returns:

DTG: Market value of the DTG in outflow currency.
Credit: Remaining credit balance in credit currency.
Fixed-term deposit: Fixed deposit amount in fixed deposit currency.
Margin: Current margin account balance in margin currency.

SpecialAnnex.TA_PriceValueSaleCum→Number

Result: The function TA_KurswertVerkaufCum returns the sum TA_KurswertVerkauf + TA_Stückzinsen for fixed-term deposits. For DTGs, loans and margins, it returns the same value as the TA_KurswertVerkauffunction.

SpecialAnnex.TA_Lump-sum interest→Number

Result: The TA_Stückzinsen function provides the accrued fixed deposit interest in fixed deposit currency for fixed deposits.

SpecialAppendix.TA_ExchangeRatePurchase→Number

Result: The function TA_WechselkursKauf returns:

DTG: Exchange rate in evaluation currency per outflow currency for converting the purchase rate.
Credit: Exchange rate resulting from the following two conversions: Investment currency→Account currency (at the time of posting) and Account currency→Evaluation currency (at the evaluation date).
Fixed-term deposit: Like credit.

SpecialAppendix.TA_ExchangeRateSale→Number

Result: The function TA_WechselkursVerkauf returns:

DTG: Current exchange rate in evaluation currency per outflow currency for converting the purchase rate.
Credit: Credit currency→Evaluation currency (on the evaluation date).
Fixed-term deposit: Fixed-term deposit currency→Evaluation currency (on the evaluation date).
Margin: Margin currency→Evaluation currency (on the evaluation date).

SpecialFacility.type→SpecialFacility.type

Result: The Type function provides the type of special investment (loan, fixed-term deposit, forward exchange transaction, margin).

SpecialAppendix.currency→Currency

Result: The Currency function returns the credit currency or fixed deposit currency or inflow currency of a DTG or margin currency.

Specialinvestment.currencyoutflow→Currency

Result: The currency outflow function returns the outflow currency of a DTG. Credit currency or fixed deposit currency or margin currency for the other special investments.

Specialinvestment.currencyInflow→Currency

Result: The CurrencyInflow function returns the inflow currency of a DTG. Credit currency or fixed deposit currency or margin currency for the other special investments.

SpecialInvestment.rate→number

Result: The interest rate function returns:

Credit: Interest rate of the loan.
Fixed-term deposit: Interest rate at which the fixed-term deposit is invested.
DTG, margin: always 0.