8.21 Defining Transaction Strategies

With Transaction Strategies, you can test the impact of various hedging strategies that are integrated with basic scenario modeling assumptions. This supports you in testing alternative strategies and their incremental impact on results. The testing is facilitated by the separation of Transaction Strategies from basic scenario assumptions. You can also use this business rule to add specific instrument records to a processing run without changing the actual instrument data.

A transaction can be either positive or negative and can be defined for any product leaf member. A Transaction Strategy assumption rule can contain any number of individual transactions.