1. Cash Flow Engine Reference Guide
  2. Cash Flow Dictionary
  3. Cash Flow Columns
  4. Purchase Sale Logic (PURCHASE_SALE_LOGIC)
  5. Data Verification Requirements and Suggested Defaults

8.2.146.3 Data Verification Requirements and Suggested Defaults

  • For Derivative Instruments which are purchased (long), PURCHASE_SALE_LOGIC = 2
  • For Derivative Instruments which are sold (short), PURCHASE_SALE_LOGICE = 1