Treasury & Cash Management

New in v0.7.0

DataSynth generates comprehensive treasury operations data covering cash positioning, forecasting, hedging, debt management, and intercompany netting.

Overview

The treasury module simulates corporate treasury operations:

Cash Positioning — Daily cash balance aggregation by entity, account, and currency
Cash Forecasting — Probability-weighted forward-looking cash projections
Cash Pooling — Physical, notional, and zero-balance pooling structures with sweep transactions
Hedging — FX forwards, interest rate swaps, and options with ASC 815 / IFRS 9 hedge designations and effectiveness testing
Debt Management — Loans, bonds, and credit facilities with covenants and amortization schedules
Netting — Intercompany multilateral netting runs with per-entity settlement positions

Data Models

Model	Description
`CashPosition`	Daily cash balance by entity/account/currency
`CashForecast` / `CashForecastItem`	Probability-weighted forward-looking projections
`CashPool` / `CashPoolSweep`	Pooling structures (physical/notional/zero-balance)
`HedgingInstrument`	Derivatives (FX forwards, IR swaps, options)
`HedgeRelationship`	ASC 815 / IFRS 9 hedge designations with effectiveness testing
`DebtInstrument`	Loans, bonds, credit facilities
`AmortizationPayment`	Individual payments in amortization schedule
`DebtCovenant`	Financial covenants (Debt/Equity, Interest Coverage, etc.)
`BankGuarantee`	Letters of credit and bank guarantees
`NettingRun` / `NettingPosition`	Intercompany multilateral netting

Configuration

treasury:
  enabled: true
  cash_positioning:
    enabled: true
    frequency: daily
  cash_forecasting:
    enabled: true
    horizon_months: 6
    confidence_levels: [0.50, 0.75, 0.90]
  cash_pooling:
    enabled: true
    pool_type: physical          # physical, notional, zero_balance
  hedging:
    enabled: true
    fx_forwards: true
    ir_swaps: true
    options: true
    effectiveness_method: dollar_offset  # dollar_offset, regression, hypothetical_derivative
  debt:
    enabled: true
    term_loans: true
    bonds: true
    revolving_facilities: true
  netting:
    enabled: true
    frequency: monthly
  bank_guarantees:
    enabled: true
  anomaly_rate: 0.02

Output Files

File	Description
`cash_positions.csv`	Daily cash balances
`cash_forecasts.csv`	Forecast headers
`cash_forecast_items.csv`	Forecast line items (probability-weighted)
`cash_pool_sweeps.csv`	Physical sweep transactions
`hedging_instruments.csv`	Derivative contracts
`hedge_relationships.csv`	Hedge designations & effectiveness
`debt_instruments.csv`	Loans & bonds
`debt_covenants.csv`	Financial covenants
`amortization_schedules.csv`	Principal & interest payments
`bank_guarantees.csv`	LC & guarantees
`netting_runs.csv`	Intercompany netting runs
`netting_positions.csv`	Per-entity settlement positions
`treasury_anomaly_labels.csv`	Data quality labels

Process Mining (OCPM)

The treasury module contributes 4 object types and 4 activities:

Object Types: cash_position, cash_forecast, hedge_instrument, debt_instrument
Activities: Cash position calculation, forecast generation, hedge designation, debt issuance
Lifecycle: Instruments follow creation → active → matured/terminated paths