Forward (Resets)
Subtype of Job RequestThe conditional-on-known-resets forward price Fᵣ, which is similar to the forward price F described in Forward Price with the twist that all floating rate fixings before the given horizon date T are not implied by the provided curves but rather read from a supplied object of type Historical Values
It is also part of the PnL Explain table PnLExplain Table that is produced in association with the key PnL Explain when a tradable is priced with the Advanced Pricing model input.