IRSMdl
TYPE
Model[IRS]
Model[Swap]
Model[Tradable]
Model
Type
Pricing Method
Analytic Hagan
Linear Tsr
Numeric Hagan
Yld Crv Model
Exact Yield
Non Parallel Shifts
Parallel Shifts
Standard
Zero Mean Rev
0
OI Term Model
OiTermRtMdl
Integr Points
16
In parent: Model[Tradable]
ID
Modelled Tradable