Reply To: Can EPM’s be used to override the deals PnL Detail ?


Few comments. The EPM wouldnt necessarily be applicable (and would not be needed) in this case. This is separate from the UDSR/ Result calculator. A custom result caculator would probably be the correct approach as you say.

The PNL detail is result is a tricky one – and I have spent some time here working on P&L correction directed at this result. The key aspects to this are that the MTM Comes from the MTM Detail result (this gives it the correct granularity) and for Power the Price By PriceBand result. The joins are a pain to get right. The harder aspect is if the Modify Target “Realise PNL On Payment Date” = “No” then realized P&L is calculated through the delivery period. I have only been able to do this from the Leg results – but there may be a better way to do this.

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