Hypothetical trades


Is it possible for a user to create a hypothetical trade and then run some analytics?
For example if a trader wanted to see the effect on total VAR if they were to do a particular trade.
In this case the hypothetical trade shouldn’t affect other users view of VAR.
If there is not currently a way to do this maybe it could be done by the user creating their own snapshot (end of day, or current state)?
This is I guess similar to what-if analysis or scenarios although it is changing a portfolio as opposed to changing market data or shifting curves.


We tend to use our Excel client, which is not Open Source, to do hypothetical portfolio scenarios by cloning existing portfolio structures into the ‘User’ portfolio master and adding the hypothetical positions/trades/securities into the ‘User’ positions masters. The system then sees a unified combined positition/trade/security source, but the ‘user’ positions/trades/portfolios are wiped out on server restart like temp files.

You can create them by interacting with the underlying user master directly programatically.


Thanks Jim.