Roll

Subtype of Job Request

The rolled price R of the referenced tradable observed at the given spot date (denoted as 0) wrt a maturity equal to the given horizon date T specified in
Horizon Date

Web blog example
here

By default, the spot date equals the globally set trade date ( i.e. valuation date) that usually equals today's date.
But if the
As Of entry to the function Price exists, the latter date is then regarded as the spot date.
It is represented by the time 0 in the documentation context of
Advanced Pricing

This is defined similarly to the tradable's forward price returned by
Forward Price, with the difference being that the forecast floating rates and discount factors are calculated by shifting the original curves to the future so that they start at T and still have the same shape (relative to T) as they have relative to 0
The difference R - S between R and the spot price S is also reported as Roll-Down

If the threshold date Tᵣ for assumed known fixings is specified in
Fxd Resets Before, all floating rate fixings before Tᵣ are not implied by the provided curves but rather read from a supplied object of type Historical Values