1. Cash Flow Engine Reference Guide
  2. Distributed Originations
  3. Procedures for Implementation
  4. A Note About Dynamic Market Value and Gap Results

9.7.4 A Note About Dynamic Market Value and Gap Results

The dynamic market value and dynamic gap values will be sensitive to the booking date if the dynamic valuation date is in the middle of a modeling bucket. To prevent this type of sensitivity, you should limit dynamic valuation dates to the start date for a bucket.