Output


Key Output of function
Price in Tradableis some optional text indicating the type of output that must be returned.
The default is
Price that results in returning the calculated price alone.

A frequently used text is
Full that results in returning a Valuation object that contains the price plus additional data calculated during the execution of the pricing algorithm.

Two other possible - but not often used - texts are
Price+Input and Full+Input

Advanced pricing output such as P&L, Carry and Roll may be produced by supplying here the text
Advanced

Trading applications may be benefit by setting here the text
Fast Mode that speeds up substantially the calculation process.

Finally, several other choices may be available that cannot be listed here because they are context-dependent as they pertain to quantities that are particular to the undergoing pricing, such as fair rates, leg prices etc.
One of these context-dependent labels is the
Cash Flows that exists in most situations and results in returning a Set object that contains the cash flows produced during pricing.
Note though that the cash flows are also part of the
Valuation object returned when the Full choice is used.