Horizon Price

Subtype of Job Request

Τhe price H of the referenced tradable at the given horizon date T

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.
Precisely, this is the NPV (Net Present Value) of the referenced tradable at T calculated using the market information available at T