Market valuation of Bond can be done either by price or Yield. Valuation is chosen at registration of the Bond
Market valuation by Price
In Market data/ Security Prices the Bond price is manually entered ( import from csv and marketproviders will be developed)
The Price is mapped to the ISIN.
Market value clean is the nominal amount * price
Market valuation by Yield
Treasury System uses the Forward curve to calculate the future cash flows. All future cash flows are then discounted to the balance date and summerized to calculate the market value for the bond.
Gain/loss will show market value clean - market value clean (original) + accrued premium/discount
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