9.7.3 Run Parameters

This section displays the parameters which have already been specified for the selected Run as part of Run Definition window. These parameters are not allowed to be edited. The parameters displayed include:

  • Purpose
  • Run Type
  • Contractual Run (only in case of a Business-as-Usual Run)
  • Baseline Run (only in case of Stress Run)
  • Time Bucket Definition
  • Consolidation Type
  • Legal Entity Consolidation Legal Entity Consolidation Level Payment System Consolidation Type (only when the purpose is selected as Intra-Day Metrics Calculation)
  • Business Day Convention
  • Include Interest Cash Flows
  • Approximate Interest
  • Forward Rate Interpolation Method
  • Assumptions Applied To (only in case of Business-as-Usual and Stress Run)