Reply To: Identifying whether Market Prices were used in PnL Detail

Tom Graham

Have you checked all other sim results that include or reference deal price?
I have a possibly memory of noticing one time there was a sim result (not PnL Details, maybe Price by Leg) which does a) output the price index used and b) changes to give either the Projection or Market Price index as set on the simulation.

Or maybe that is a false memory like the thing with my nursery teacher.

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