Go to Deriscope's documentation start page
Model[Inflation_Option]"Model[Inflation Option]" is a special type of Model that represents all modelling assumptions needed in valuation algorithms concerning objects of type Inflation Option.
The pricing succeeds by the method described in Model[Inflation Option]::Pricing Method
The following quantities may be also calculated and reported along the price.
The output refers to the price of the referenced tradable contract.