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Expand file tree Collapse file tree Original file line number Diff line number Diff line change 6161general the equity name can be represented using the string representation {IdentifierType}:{Name}:{Currency}:{Exchange}
6262for the underlying. \\
6363For additional information on the fx index format see \ref {tab:fxindex_data }. \\
64- For additional information on the commondity names see \ref {tab:commodity_data }.
64+ For additional information on the commodity names see \ref {tab:commodity_data }.
6565\fi
6666
6767Within the scripting framework there are additional ways to reference commodity indices in a more dynamical fashion:
7676\begin {itemize }
7777\item a variable of the form \verb +COMM-{Name}#N +, the index will be resolved to the $ N+1 $ th future with expiry greater than
7878 ObservationDate for the given commodity underlying, $ N\geq 0 $ . The parameter $ N$ corresponds to the field
79- \verb +FutureMonthOffset + commonly used in coomodity trade xml schemas
79+ \verb +FutureMonthOffset + commonly used in commodity trade xml schemas
8080\item the above form can take one or two additional parameters \verb +COMM-{Name}#N#D + or \verb +COMM-{Name}#N#D#{Cal} + where
8181 $ D$ corresponds to \verb +DeliveryRollDays + and \verb +Cal + is the calendar used to roll the observation date forward
8282 before the next future expiry is looked up. If \verb +Cal + is not given, it defaults to the null calendar (no
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