Rules and parameters in the "Best Execution (OTC)" area
Liste of parameter rules in the "Best Execution (OTC)" area:
Rule | Description |
|---|---|
Rule 1 | Equity/FX Option |
Rule 2 | CDS |
Rule 3 | Interest Rate Swap |
Rule 4 | Bond Option |
Rule 5 | CDS Option |
Rule 6 | FX Forward |
Rule 7 | Bond |
Rule 8 | Mortgage Bond |
Rule 9 | Rev. Convertible Bond |
Rule 10 | Promissory Note Loan |
Rule 11 | Swaption |
Rule 12 | Variance Swap |
List of parameters:
Parameter | Description |
|---|---|
Number of outliers | Enter the percentage value for the selection of the “worst x %” for the respective rule and save the setting. |