Use Price Marker

  1. Go into the Risk Positions screen and hit the "Price Marker" button, or click on the Tools drop menu and select "Price Marker".

     

  2. The Price Marker window appears.

     

  3. Go to Action: Load: 3pm.

     

  4. Select the securities you want to price by clicking the squares in the Y->P column and changing the yield to whatever you want it to be (6.45 in this case).

     

  5. Run the calculation by hitting the "Calculate" button.

     

  6. The Price is now adjusted to the new yield.

     

  7. You can now set up a dependency between two instruments by making one Key, and another Dependent...


    and making the Dependency Spread equal to your chosen number (100 in this case).

     

  8. Once again hit "Calculator".

     

  9. And the new adjusted yield and price will be calculated.