Trading Programs contains a forecasting algorithm which allows the transaction data that can be matched to a given program line to be extrapolated to cover the entire program line term.
It does this by multiplying the transaction data by a scaling factor of X / Y, where X is the number of days between the start date and the end date of the program line (inclusive) and Y is the number of days between the start date of the program line and the latest transaction date in the channel (inclusive).
The forecast transacted value and forecast earnings are then calculated as normal using the scaled transactions data.
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