33 Transaction Strategies

With the Transaction Strategy Rules you can test the impact of various hedging strategies that are integrated with basic scenario modeling assumptions. This functionality supports you to test the alternative strategies and their incremental impact on results. The testing is facilitated by the separation of transaction strategies from basic scenario assumptions allows you to easily view the results with and without the incremental transaction(s). Use this Rule to add specific instrument records to a processing run without changing the actual instrument data.

A transaction is either positive or negative and can be defined for any product leaf member. A Transaction Strategy Rule is made up of any number of individual transactions.

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