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.
It is represented by the time 0 in the documentation context of
Advanced Pricing