Mark to Market
In calculations for Mark to Market and Unrealized P&L Agiblocks follows the same strategy as when rolled inside markets: the Contract value column will, for the part that was not yet priced, be calculated as if it was priced at the value available in the latest market data in the system.
Hedge Allocation
For cross market pricing, both instruments and the positive /negative value will be shown.
Cross Market Spread Master data
A Master data element labeled Cross market spreads is used to configure cross market pricing. This Master data item may only be created by an Agiboo consultant.