The basis for calculating present values are portfolios such as the banking or the trading book. Present values are determined using zero rates. In this case, a multi-curve evaluation, that is the use of various yield curves for each currency, is supported. The following present value ratios are available:
The present values are displayed as totals in accordance with the freely definable periods in the period groupings. The calculation is performed in the original currency on the exact value date, which means that the values are only totalled and converted into the freely definable display currency after discounting.