Short description:

The customer wants to be able to evaluate his exchange trades daily with monthly granularity. For products with delivery periods of more than one month, the PnL ratios of the trades must be broken down accordingly.

Supplement:

The implementation is realised in OpenComponents in the form of several user-defined simulation results in Endur, which on the one hand calculate adjusted arbitrage-free monthly product prices and on the other hand provide a result compatible with the Endur standard result PnL-Detail.

Technical description:

The customer wants to show monthly PnLs for his trades, but this has so far been impossible in Endur for exchange trades as they do not have a monthly profile.