Jasmine · FX & Scenario Engine · Phase 2 · engine core

FX & Scenario Engine

Synthetic t0 market state over a 17-currency universe. Deterministic: the same seed and as-of date always produce an identical snapshot. Illustrative model input — not a quote, not advice, not a forecast.

As of2026-08-07

NumeraireUSD

Providersynthetic-v1

Datasetsynthetic-2026.1

Parameter setv1.0.0

Seed

Scenario builder

Pair

Horizon

Include stochastic term (seeded)

Policy-rate divergence

Policy-rate differential · policy

Severity 3Start day 5

Sovereign risk repricing

Risk premium / CDS · instant

Severity 3Start day 10

Terms-of-trade shift

Terms of trade · supply

Severity 3Start day 15

Capital-flow reversal

Capital-flow proxy · political

Severity 3Start day 20

Positioning unwind

Liquidity & positioning · instant

Severity 3Start day 2

USD/MYR · modelled path

Regime managed float · 91d · single deterministic path

Spot t04.3630

Terminal4.1564

Move-4.74%

Fair-value gap t0-7.88%

Assumption set v1.0.0 · horizon 91d · seed 20260807 · diffusion on. Terracotta line is the modelled spot, grey is the BEER fair value drifting at the inflation differential. Illustrative model output — scenario analysis, not a prediction, forecast or advice.

Attribution — what caused the move

Policy-rate differential+0.504%

PPP / BEER reversion-7.225%

UIP drift-0.322%

Stochastic term (seeded)+2.190%

Contributions are in log points and sum exactly to the total move (-4.852%). Every number traces to a driver and, where an event moved it, to that event.