Models


Key Models of function
Price in Tradable refers to a 1D-array of objects of type Model
This may also consist of only one object of type
Model Set that contains all required single model objects.

In particular, the input of an object of type
Advanced Pricing permits the computation of carry, roll-down, forward values as well as a breakdown of the PnL between any two dates into meaningful components.
Note, such a model is processed only if the
Output is set to Advanced

The input of an object of type
CF Model permits the generation of projected cash flows and their reporting in detailed or consolidated formats.

The input of an object of type
Fallback Model allows the consideration of fallback conventions that govern the conversion of indices after their scheduled cessation date.