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1 Commits

Author SHA1 Message Date
Martin-Molinero a7516b80ea Daily future cash settlement (#7226)
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* Refactor settlement mode api

- Add new Scan method on ISettlementModel API. To be used by
  futures settlement model mark to market handling
- Use 'Parameters' classes for 'ISettlementModel'

* Address reviews

* Daily future settlement

- Implement daily future settlement. Adding unit & regression tests

* Address reviews

* Assert cash balance every day
2023-05-01 11:25:37 -03:00