Fallback Model


Fallback Model is a
direct subtype of Model[Tradable] with functions Fallback Model Functions, keys Fallback Model keys and example object FbackMl that represents the various fallback definitions that are assumed to govern the replacement of certain indices after they have ceased to exist.

Web blog examples
here and here

If an object of the type here is supplied as input to a pricing function, the pricing routine will proceed after all affected indices have been replaced by their fallback equivalents.
In the opposite case, the indices will be retained and no fallback replacement will take place.