Reply To: Does Impact of FX for realised value require a custom sim result?

#7706
Israr Ahmed
Keymaster

In the BASE PNL EXPLAINED result , the “Impact Of Amendment” column will include changes to Realised Pnl due to FX changes : but Cash side only unfortunately.

This is because the Impact of Amendments comes from two sources :

(1) Amendment MTM Detail : shows the PV difference only for current and future months
+
(2) Historic Cash Change* :

I can’t find the documentation where this is actually documented – only found out at Client X where OpenLink came back with this explanation.

NOTE : There is an outstanding issue about how to show changes to Realised Pnl due to FX changes for the Physical side . This isn’t captured by any sim result as far as I can see .

*The Historical Cash Changes Result : Only past cash flows are considered while calculating the difference between results. Both yesterday’s cash flow and today’s cash flow will be displayed if a difference is found.

The Historical Cash Changes Result uses the Cash flow by Day result as its underlying result. It compares the differences in values between yesterday’s Cash flow By Day result and Today’s Cash flow By Day Result. Since 2 columns have been added to the Cash flow by Day Result, 2 columns have been added to the Historical Cash Changes Result. If there is a difference between yesterday’s base cflow or base discounted cflow and today’s base cflow or base discounted cflow then both todays and yesterdays values will be added to the Historical Cash Changes Result

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