Concepts

4 articles

As-Of Date

As-of dates are a core concept in most Molecule reporting. They represent a reporting date -- the date that a specific report is about. As-of dates are in: Valuations (and Settlements) Reporting. YTD…

Updated 1 year ago by Sameer Soleja

Tenor

Tenor and Contract dates are related, though not identical concepts in Molecule. Both refer to the forward month (or day, or other period) for which a trade is relevant. Tenor Start and Tenor End are…

Updated 1 year ago by Sameer Soleja

Origins

In Molecule, origin (sometimes called account origin) refers to the company you are trading as. For example, Experimental Energy might be trading under several different companies. In other systems,…

Updated 2 years ago by Sameer Soleja

Mark Levels

Molecule uses a concept called Mark Level to determine the priority of marks and volatilities used to value a trade. In some documentation, these may also be called curve_source or quality. First cli…

Updated 2 years ago

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Concepts

As-Of Date

Tenor

Origins

Mark Levels

Contact