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Idea: a Transaction class for registering trades for a book keeping perspective? #1202

@mikelync

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@mikelync

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).

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