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by moritz.seibert
Thu Aug 15, 2024 10:54 am
Forum: Testing and Simulation
Topic: Dynamic Futures Margin
Replies: 0
Views: 54182

Dynamic Futures Margin

Version release 5.4.5 introduced a new function: instrument.SetMargin.

This function allows the user to assign dynamic instrument margin levels over time. Previously, the margin level was a constant in local instrument currency (entered in the Futures Dictionary). Users can use this new function ...