Funding DF
Subtype of Job RequestThis is the discount factor P observed at the the given spot date (denoted as 0) wrt the given horizon date T implied by the funding curve associated with the issuer supplied in Fund Crv Issuer
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.
It is used to discount values at horizon down to today or compound forward values today to horizon.