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Model[Inflation_Swap]

"Model[Inflation Swap]" is a special type of Model that represents all modelling assumptions needed in valuation algorithms concerning objects of type Inflation Swap.

The following quantities may be also calculated and reported along the price.
Fair Rate
Refers to the output of QuantLib's fairRate function.
Fixed Cash Flows
Set containing detailed information about the fixed leg cash flows as they are conveyed directly from QuantLib.
It holds an object of type
Set where each row corresponds to a cash flow.
Fixed Leg NPV
Refers to the output of QuantLib's fixedLegNPV function.
Returns the Net Present Value of the swap's fixed leg.
Inflation Cash Flows
Set containing detailed information about the inflation leg cash flows as they are conveyed directly from QuantLib.
It holds an object of type
Set where each row corresponds to a cash flow.
Inflation Leg NPV
Refers to the output of QuantLib's inflationLegNPV function.
Returns the Net Present Value of the swap's inflation leg.
Price
The output refers to the price of the referenced tradable contract.