Historical Values


Historical Values is a direct subtype of Valuation
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with functions Historical Values Functions, keys Historical Values keys and example object HistVals

TYPE INCLUSION RELATIONSHIPS

Valuation

Historical Values

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AVAILABLE FUNCTIONS

Add Values

Collate

Create

Get Value

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AVAILABLE CREATE FUNCTION KEYS

Business Days Only

Calendar

Interpolated

Reference

Values

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TYPICAL OBJECTS OF TYPE Historical Values

HistVals

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This type represents the realized past values - or exceptionally future values that are assumed to be known and fixed - of a given Quotable.
In Deriscope terminology, it holds the value of a specific Quotable object of type Quotable Path.
The realized values are specified as a two-column table associated with the key Values
This object is typically used as input to the Price function, as an element of the array of objects associated with that function's key Markets
Exceptionally, in certain cases the values may be associated with "future" dates, i.e. dates that are greater than or equal to the trade date that applies in the context where these values are used.