4.3.1 Split Value Dates
In case the bought and sold value dates for a contract are different, the system liquidates each leg on its value date.
If a contract that is specified for partial rollover is liquidated, the system performs the following functions. It
- Liquidates only the amount specified for rollover.
- Invokes the auto rollover function to create the new contract
Auto rollover
Parent topic: Description of the function