Key _Referenced Valuations in refers to the set of all objects reported in plus any - referenced by them (directly or indirectly) - additional Valuation objects.
For example, assume the host object is of type and represents the forecasting Libor curve used in the pricing of Libor swaps.
Assume it has been constructed by bootstrapping swap rates, i.e. by assigning to its key an object of type
If the forecasting curve takes into account the difference between forecasting and discounting rates, the latter object must have its key assigned to a non-empty object that holds the discounting curve.
In this case, the forecasting curve object will reference that discounting curve object indirectly through its element and the set here will contain that discounting curve object as its single element.
Note this key is prefixed by _, which indicates it is regarded as a read-only part of the object's data and therefore its associated value cannot be edited.
For that reason it does not appear as part of the input data.
It carries informational only value for the user and appears as part of its contents.
Also it completely depends on the remaining object contents and therefore is never part of the exported object's data.