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Farah Khashmanjenkins
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QPR-12213: Commodity Forward Notional update test results
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  • Examples/Example_24/ExpectedOutput
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#TradeId,TradeType,Maturity,MaturityTime,NPV,NpvCurrency,NPV(Base),BaseCurrency,Notional,NotionalCurrency,Notional(Base),NettingSet,CounterParty
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CommodityForward_Gold_1Y,CommodityForward,2017-02-05,1.000262,1398.707538,USD,1398.707538,USD,1160593.33,USD,1160593.33,CPTY_A,CPTY_A
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CommodityForward_Gold_1Y,CommodityForward,2017-02-05,1.000262,1398.707538,USD,1398.707538,USD,1162000.0,USD,1162000.0,CPTY_A,CPTY_A
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CommodityForward_Gold_Apr_17,CommodityForward,2017-04-28,1.224920,0.000000,USD,0.000000,USD,580900.00,USD,580900.00,CPTY_A,CPTY_A
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CommodityForward_WTI_2Y,CommodityForward,2018-02-05,2.000262,-1669620.658788,USD,-1669620.658788,USD,44308571.43,USD,44308571.43,CPTY_A,CPTY_A
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CommodityForward_WTI_2Y,CommodityForward,2018-02-05,2.000262,-1669620.658788,USD,-1669620.658788,USD,46000000.0,USD,46000000.0,CPTY_A,CPTY_A
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CommodityForward_WTI_Oct_21,CommodityForward,2021-10-31,5.734509,0.000000,USD,0.000000,USD,24875000.00,USD,24875000.00,CPTY_A,CPTY_A
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CommodityOption_WTI_Oct_21,CommodityOption,2021-10-31,5.734509,2399271.748696,USD,2399271.748696,USD,24875000.00,USD,24875000.00,CPTY_A,CPTY_A
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CommodityOption_Gold_Apr_17,CommodityOption,2017-04-28,1.224920,-23531.459416,USD,-23531.459416,USD,580900.00,USD,580900.00,CPTY_A,CPTY_A

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