Blending Transaction New Value Allocations

Blending Transaction New Value Allocations are used to provide a mechanism in which calculated Aggregate Values from this algorithm should be allocated across Transactions created on Instruments.

New Value Allocation Properties

Blending Transaction New Value Allocations hold the values that should be used to determine how to apportion calculated values across transactions created on instruments.

For instance if your algorithm has a Target Type of Instruments, there could be two or more Instruments involved. This algorithm will hold calculated values for the overall result, and then apportion those values as a ratio of what each Target Instruments Transactions hold of these allocations.

New Value Allocation hold the following properties:

NameDescription
OperatorThe operator to apply when combining Values together.
From Blending Tran Instrument ValueThe Blending Transaction Value that has previously been calculated in the algorithm for each Target Instrument. 
The total across all Target Instruments will allow the algorithm to assign proportionally the Transaction total to each new Transaction on the Target Instrument.

Commands

A New Value Allocation has the standard set of commands and functions when being viewed from a grid. See our standard grid functionality.