Horizon Date
Key Horizon Date in Advanced Pricing refers to the horizon date T referenced by quantities such as carry, roll or PnL.
This date is expected to be greater than the given spot date (denoted as Tâ‚€).
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.