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