London SPAN for RepoClear
The RepoCalc tool uses the main functionality of London SPAN to calculate Initial Margin for RepoClear positions, with additional functionality to convert Repo positions into positions for input into SPAN.
Click to download PC London SPAN
Click for the SPAN Parameter Files
| RepoCalc TIP | |
| File | RepoCalc TIP v2.doc |
| Author: | Lucy Bingham |
| Subject: | This document describes how the RepoCalc tool uses London SPAN to calculate Initial Margin for RepoClear positions |
| Comments: | Based on IT Document Wizard |
| Last Saved: | 25 October 2006, 11:30:00 |
| Size: | 260 Kb |