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. |