Spot Price (Hor)Subtype of
The after it has been compounded forward to the given horizon date T by being divided with the
It is also part of the PnL Explain table that is produced in association with the key when a tradable is priced with the model input.
It equals S / P
where S is the spot price and
P is the discount factor from the given spot date (denoted as 0) to T mentioned above.