Product pricing prototype

"Which model and engine price my Bermudan swaptions, and how are they set?" The tree finds the product; the pane answers with the choice, the parameters and the documentation of each.

Three configurations: the approved EOD pricing, the approved intraday pricing and the SABR draft. The columns are name, status, official for, variant, products, reports and last changed. A row opens the configuration.

Five tabs, in this order:

• The tree groups the configuration's product types by asset class, with a count per class. Selecting a type swaps the pane.
• The pane opens with the product, its asset class and instrument, and one documentation disclosure for all three.
• Model: a definition of what a model is, the select, a description of the chosen model, then the model parameters.
• Engine: the same for the engine, the select, a description, whether the pair is known to work, then the engine parameters.
• A parameter shows its value in read mode, and a control in edit mode, with its documentation collapsed under it. Simple and Advanced govern the depth; Advanced adds the ORE argument, the format and the release.
• A quiet sentence at the top of the tab says that this page sets how each product is priced, and that how the engine runs every product is the engine run settings, with a link.

Read mode shows values and names, and no change fields. Edit on a draft, or Propose a change on an approved configuration, enters edit mode: the values become controls and the change reason and commentary appear with Propose and Cancel. Propose or Cancel returns to read mode.

&tab=details|globals|products|reports|history picks the tab; &product=<type> picks a product; &mode=simple|advanced sets the documentation depth; &doc=<name> opens one documentation entry.

Every value. The status, the cycle, the sign-off, the proposal, the report counts and the portfolios are fixtures: no operation holds them. The product, model and engine triples are counted from the ORE example files. The product, instrument and asset-class paragraphs are fixtures; the asset class text follows the seeded descriptions. The model and engine descriptions are written for this page.

• The product takes the width because the parameters are the density; the tree is navigation, not content.
• A model and its parameters are one group, and an engine and its parameters are one group, as the ORE document arranges them.
• The page is read-only until Edit, and the change fields appear only there.
• One disclosure carries the product, the instrument and the asset class.
• One scoped sentence points at the engine run settings, at the top of the tab; there is no family card.

• Whether a model or engine change is edited per group or for the whole workbench. The prototype edits the workbench.
• Whether the edit dialog for the configuration's own fields belongs on Details or in the page header.