USEXTLAYOUT flag is useful when you are loading a *positions file with Span4 extended layout and want to use this layout (have risk parameter file in XML format).
The rest of the parameters specify the point in time where positions should be loaded.
Scripting component will attempt to execute commands in the script file and will return 0 if successful and 1 if any significant error is encountered.
If you have the SPAN Risk Manager-Clearing software, the scripting component is called spanitrm.
Parameters:Ø segregation type for portfolio CUST or HOUS (optional)Remarks: Use this command to calculate portfolios loaded into SPAN Risk Manager.
If no optional parameters are specified all portfolios will be calculated.
Hastings, England - July 30, 2011 - Happy Harold, a Guy BTX Trolley Bus dating from 1928, parked on the seafront during the Old Town carnival.
Script language is case insensitive, however it is recommended that all commands are entered exactly as described in this document for clarity of the script.
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You work with this component in exactly the same manner as you do with spanit.
The only difference is that the script commands available in spanitrm are a superset of those available in spanit. There are no restrictions on the naming of the file other than restrictions placed by the file system.
It is not necessary to fully specify point in time – in most cases just date is sufficient to identify point in time.