A what-if check computes what a proposed trade would do to the exposure of every node above its book, and which limits it would breach, before the trade is sent, without changing the aggregator’s state.
Quantitative Finance · Glossaire
Quantitative Finance · Glossaire
A what-if check computes what a proposed trade would do to the exposure of every node above its book, and which limits it would breach, before the trade is sent, without changing the aggregator’s state.