Trade Date Events

Key Trade Date Events in ExCfgAdv refers to the consideration of events - such as cash flows - that occur on the trade date (also known as valuation date) in the pricing of financial products.
This boolean flag directly corresponds to the QuantLib settings method includeReferenceDateEvents().
Set FALSE for ignoring such events.
Set TRUE for considering such events.
Recommended setting is FALSE, which corresponds to the QuantLib default value.

For example, the calculated price of a zero bond with notional 100 maturing on the trade date would equal 0 under the FALSE setting, but 100 under the TRUE setting.