Model
Key Model of function Asset Swap Spread in Bond refers to an optional Model object that contains all necessary modelling assumptions.
If several distinct model objects are required, the object here must be of type Model Set, which should then contain these distinct objects.
It may, for example, include an object of type Yld Crv Pick Model, which defines which curves should be used for different purposes, such as discounting or forecasting a specific index.
If missing, default sensible assumptions are made.