Values


Key Values in
Historical Values refers to the table containing the assumed known values of the Quotable entered in Reference up to a certain date that typically - but not necessarily - equals the trade date
Expects an object of type
Table1D consisting of 2 columns.
The first column must bear the
title named #Date and contain the valuation dates.
The second column must contain the respective historical values.
The dates must be in reverse chronological order and are allowed to include "future" dates, i.e. dates that are greater than or equal to the
trade date that applies in the context where the historical values are used.

For example, consider the function
Price with As Of = 25 Apr 2023
The table here could then include dates that are greater than or equal to 25 Apr 2023
Normally such dates would be ignored, except when an object of type
Known Resets Model were supplied as input to the key Models that defined a horizon date up to which all quotables are expected to have fixed, predetermined values specified in objects of type Historical Values