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

Client J

If the EPM ( also called Instrument Model ? ) is used to generate back two numbers ‘Value’ and ‘Delta’ from the external model, then from discussion above it seems :

• ‘Value’ gets written onto MtM Detail by the EPM
• But what simulation result does ‘Delta’ gets written onto by the EPM ?

It also seems from below that if we want to have more control over what gets written to PnL Detail and TranGptDeltaByleg we would have to use Results Calculator that takes the values passed by the EPM .

• How does the Result Calculator get implemented – what’s the technical architecture ?
• How does the EPM values get passed to the Result Calculator for ‘Value’ ( to write into PnL Detail ) and ‘Delta’ (to write into TranGptDeltaByLeg ) ?

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