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in par or forward space

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15:18 Jan 21, 2004
This question was closed without grading. Reason: No acceptable answer

English to German translations [PRO]
Bus/Financial
English term or phrase: in par or forward space
Es geht hier um die Beschreibung einer Software zur Geschäftsüberwachung (Kondor+ von Reuters):

Reporting of fixed income and foreign exchange risk exposures of the Portfolio. For fixed income products, this will consist of: DVO1,convexity and bucket exposure (***in par or forward space***). For instruments, this will consist of: sensitivity to the FX spot exchange rates, when applicable. For instruments that are sensitive to implied volatility, this will consist of: Delta, Vega, theta, rho, gamma or equivalent depending on the underlying modeling.


Was könnte mit dem Teil in Klammern gemeint sein? Bin für jede Anregung dankbar.
Annette Scheler
Germany
Local time: 01:42
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