Key Horizon Market of function in refers to the collection of all market data pertaining to the horizon date defined in the supplied model of type
It is expected to be an object of type and is relevant only if the entry is set to Advanced
If the above supplied model defines = true, the object here is mandatory and provides all market data observed at the horizon date T entered in
Otherwise, the object here is optional.
If supplied, it serves to define the fixings of all involved indices until the indicated date Tᵣ.
It does so by containing one or more objects of type that supply the required fixings.
The date Tᵣ is defined in , except when = true or = true, in which case it is defined in
If not supplied, the required fixings before the date Tᵣ must be defined within the entry