Horizon Market
Key Horizon Market of function Price in Tradable refers to the collection of all market data pertaining to the horizon date defined in the supplied model of type Advanced Pricing
It is expected to be an object of type Market and is relevant only if the entry Output is set to Advanced
If the above supplied model defines PnL = true, the object here is mandatory and provides all market data observed at the horizon date T entered in Horizon Date
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 Historical Values that supply the required fixings.
The date Tᵣ is defined in Fxd Resets Before, except when Income = true or Fees = true, in which case it is defined in Horizon Date
If not supplied, the required fixings before the date Tᵣ must be defined within the entry Markets