1. User Guide
  2. Business Assumptions
  3. Business Assumption Definition
  4. Assumption Properties
  5. Transaction Legs

8.6.3.12 Transaction Legs

This option determines if one or two off-set legs are required for the purpose of specifying the business assumption value as part of the assumption specification section. This is based on the product type. For instance, in case of loans, deposits etc. there is only one primary leg and one off-set leg whereas in case of swaps there are two primary and two off-set legs for the same transaction.

One of the following options is selected:

  • In case option One is selected, only one column for the specification of each assumption leg is displayed as part of the assumption specification table that is, one column each for primary and off-set assumption value specification.
  • In case option Two is selected, two columns are displayed for specifying each assumption leg that is two columns each for primary and off-set assumption value specification.