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oasuncion / tradista

Tradista: the first open source Financial Risk Management Solution
Apache License 2.0
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Exposure and collateral mark to market not calculated when GC Basket has no security #123

Closed oasuncion closed 5 months ago

oasuncion commented 5 months ago

In the collateral panel of the GC Repo Trades dashboard, if the GC basket has no security, there is a warning message and the exposure and collateral mark to market are not calculated. While it makes sense to have a warning message, we should still continue to calculate the current exposure and collateral mark to market.

To Reproduce Steps to reproduce the behavior:

  1. Go to the GC Repo Trades dashboard
  2. Load an allocated trade linked to a GC Basket without any security
  3. Go to the collateral panel: there is a warning message and the exposure and collateral mark to market are not calculated.

Expected behavior It is expected to have the same warning message, but also exposure and collateral mark to market for the trade should be calculated.

Environment:

oasuncion commented 5 months ago

Test ok