Endur EOD PnL – Impact Of Cancelled Deals

Expert articles on a wide range of topics

Home / PNL Explained

Endur EOD PnL – Impact Of Cancelled Deals

The Impact of Cancellations simulation result is a component of the PnL Explained report and calculates the movement in MTM

Delta, Gamma, Cross Gamma using Finite Difference Method

When prices move the change in PnL can be explained by using the greeks and calculating Impact of Delta , Impact of Gamma , Impact of Cross Gamma.

Popular Posts

KWA Wins Multiple 2020 Energy Risk Rankings 2k views
KWA feature in latest issue of Energy CIO Insights magazine 1.3k views
Endur / Findur APM Service Optimal Configuration 1.3k views
KWA Wins 2019 Energy Risk Award 1.2k views
Test Automation and Trading systems – It’s the only way forward! 1k views
Structured Contracts in Endur 1k views
Flash PnL Functionality in Endur using Blobs 1k views
LIBOR Transition 1k views
JVS vs OpenComponent Development 868 views
PnL Reporting from Endur 683 views

error: Content is protected.