From a book-keeping perspective a Transaction might record historical cashflow dates and source external funding data in order to accrue PnL over time for an Instrument instead of the traditional calculation of rateslib determining a T+0 NPV (of forward adjusted).
This would essentially expand the set of valuation data to include some form of realised cashflows + funding accruals and unrealised (i.e. traditional npv).
From a book-keeping perspective a
Transactionmight record historical cashflow dates and source external funding data in order to accrue PnL over time for an Instrument instead of the traditional calculation ofrateslibdetermining a T+0 NPV (of forward adjusted).This would essentially expand the set of valuation data to include some form of realised cashflows + funding accruals and unrealised (i.e. traditional npv).