Deliverable Value (DLV) Calculation
Instructions
For features that use the DLV (Deliverable Value) this value is calculated as follows for specific assets:
| Asset | DLV Calculation |
|---|---|
| Stock | (mark price) * position |
| Forward | (mark price) * position |
| Bill | (mark price) * position * EconomicValueRule multiplier (if available, e.g.: adjust ratio for US Treasury TIPS) |
| Bond | (mark price) * position * EconomicValueRule multiplier (if available) |
| Cash | (mark price)* position |
| Fund | (mark price)* position |
| Commodity | (mark price)* position |
| loption | (mark price) * position * multiplier |
| Warrant | (mark price) * position * multiplier * sign (1 for Call, -1 for Put) |
| Future |
(mark price) * position * multiplier * EconomicValueRule multiplier (if available, e.g.: ASX FUT product) |
| Option | (underlying mark price) * position * multiplier * sign (1 for Call, -1 for Put) |
| Future Option | (underlying mark price) * position * multiplier * sign (1 for Call, -1 for Put) |