Horizon Price
Subtype of Job RequestΤhe 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.