simulate_scenario
Models the P&L impact of exchange rate moves on the user's current net exposure (invoices + cash) and existing hedges. Two modes: (1) supply explicit scenarios for a linear what-if, e.g. 'What happens if GBP/EUR moves 3% before Q3 close?'; (2) set worst_case: true (scenarios optional) to revalue each currency at its OWN worst adverse 30-day historical move, the same worst-case the Monitor dashboard shows. Worst-case is a historical realised downside, not a forecast or a recommendation. Cross-currency pairs (neither leg is the reporting currency) are shocked base-neutrally.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| scenarios | No | Rate shocks to apply (required unless worst_case is true). Multiple entries are applied simultaneously (correlated move). | |
| worst_case | No | When true, ignore linear shocks and apply each currency's own worst adverse 30-day historical move (adverse-aligned, always a loss). Matches the Monitor worst-case KPI when every exposed currency receives a move; partial coverage is reported in worst_case.coverage and worst_case.coverage_complete, and a partial gross_impact_base covers only the currencies listed in by_currency. scenarios becomes optional. | |
| horizon_days | No | Forward-looking exposure window included in the simulation. | |
| include_hedges | No | Apply offsetting effect of existing hedges. Set false to see gross (unhedged) impact. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| data | Yes | Tool-specific payload. Null when connection_status.state is 'setup_required'. | |
| connection_status | Yes |