Comes back to the debate on modelling cleared trades as either ComFut/ComOpFut or ComSwap / ComOpt. Yes you can model these as ComOpt (or custom instrument derived from ComOpt). But there are good reasons for this approach – especially if you want to perform broker / exchange recs on system as these trades can be priced off a market curve – which you cant do with ComOpt. And if any are physically delivered then you probably need this approach in any way.
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