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While Accounting does not have core support for TBAs with VM, they can be modeled using the core Future Contract Futures functionality, which incorporates automated VM processing. On settlement date, the Future Contract Futures can be closed out and positions in the resulting MBS pools can be opened. Refer to Instrument Engineering's Futures (FUT) best practices for Best Practices for details about Future Contract Futures processing in Eagle.
To accommodate TBA pricing conventions, the security master file (SMF) should be set up as follows.
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