Vega

Key Vega of function Price in Tradableconfigures the input so that any applicable volatility risk is reported.
The price of the caller tradable generally depends on one or more Quotable or Valuation objects.
The entry here relates only to those objects that relate to volatility.
When checked, the current array held by the key Risk Ref is extended with the above objects.
Also, the current array held by the key Risk Models is extended with corresponding default models.