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Traded Day Window Exposure Tool

Calculate traded day window exposure from explicit caller-supplied inputs.

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Description

Return traded/window, or zero with defined false for a zero-day window.

A financial model connects supplied rates, discount factors, cashflows or prices under a particular convention. A local identity or residual is not a complete valuation, an observed market relationship or a promise of future returns.

Return traded/window, or zero with defined false for a zero-day window.

When to use this tool

Use Traded Day Window Exposure when you need one transparent financial-model term.

How to use the tool and how it works

  1. Enter tradedDays, windowDays. Use the units and conventions below.
  2. Run the tool. Correct any format, range, or cross-field input error before interpreting the output.
  3. Read share, defined. Inspect defined before interpreting the associated values.

Require nonnegative integer traded days no greater than window days. Return traded/window, or zero with defined false for a zero-day window.1

Input fieldMeaning and unitsAccepted input
tradedDaysTraded DaysRequired. Safe integer; minimum 0.
windowDaysWindow DaysRequired. Safe integer; minimum 0.
Output fieldInterpretationReturned shape
shareDimensionless share on the numerator and denominator basis stated above.Required. Finite number.
definedWhether the stated denominator or normalization exists; inspect before interpreting a zero placeholder.Required. Boolean.
json
{
  "input": {
    "tradedDays": 15,
    "windowDays": 20
  },
  "output": {
    "share": 0.75,
    "defined": true
  }
}

Limitations and assumptions

  • The share is record exposure, not return, liquidity quality or an annualization factor chosen by the tool.
  • Inputs must satisfy both the field types and the cross-field conditions above. Invalid input causes an error; a successful false flag or documented placeholder is a different result.
  • Numeric calculations use binary floating point unless exact decimal-integer arithmetic is explicitly stated. No hidden measurement tolerance or decimal rounding is added; nonfinite or out-of-contract results are rejected. Numeric signed-zero results are exported as zero.

Alternative or Complementary methods

Use a complete model matching the instrument, cashflows and market conventions. Review compounding, timing, currency, uncertainty and omitted costs before using a local estimate in a financial decision.

References

  1. Calculation and input contract: financial-economics/traded-day-window-exposure — tool.io

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