1. Click on OMS:
2. Select “Security: Setup/Edit Securities”.
3. You can create a new security by clicking on “New” or selecting one existing security and clicking on “Copy”.
We would recommend doing it by coping one security from the list with same properties as the one you want to create. This way there will be many fields whose values are the same so you do not need to modify them.
4. A windows will pop up:
In the new dialogue, select the type of Bond you want to create in the SecurityTypeID dropdown menu. Once you do it, the Extended version will appear. Fill in the fields with the corresponding values.
NOTES:
– CouponRate: This is the value you find in Bloomberg when you type “Coupon”.
– Facevalue: 100 by default.
– MaturityDate: This is the value you find in Bloomberg when you type “SEC Date”.
– IssueDate: This is the value you find in Bloomberg when you type “Coupon as of Date”.
– CouponFrequency: This is the value you find in Bloomberg when you type “coupon frequency”.
– FirstCouponDate: This is the value you find in Bloomberg when you type “first coupon payment date”.
– LastCouponDate: This is the sum of Penultimate Coupon Date + the period.
– CouponPaidAt: This is the value you find in Bloomberg when you type “Previous Coupon Settle Date”.
– Exposure factor: 0.01 by default.
– Notional factor: 0.01 by default.
The rest of the fields are intuitive
5. Click on “Save” to save the changes.