Override the Security Level Variation Margin Setting for an Entity

Futures, future options, and swaps include a Variation Margin (tag 4533) option on the security master record that indicates whether to calculate variation margin. In multi-client environments, some clients may want to use Eagle's variation margin functionality while other clients need to use a model external to Eagle Accounting for variation margin processing. In order to maintain a single security master record and accommodate client-specific elections, an entity-level variation margin override setting allows you to override the security-level setting in applicable entities for certain processing security types (PSTs).

You can create accounting rules called Variation Margin Override Rules to identify the processing security types you need to exclude from Eagle Accounting's variation margin calculations. You can then assign those variation margin override rules to the entities that use them.