Go to Deriscope's documentation start page

Model[Swing_Option]

"Model[Swing Option]" is a special type of Model that represents all modelling assumptions needed in valuation algorithms concerning objects of type Swing Option.
The pricing succeeds by any of 2 different methods listed in
Model[Swing Option]::Pricing Method

The following quantities may be also calculated and reported along the price.
Delta
Refers to the output of QuantLib's delta function.
Gamma
Refers to the output of QuantLib's gamma function.
Price
The output refers to the price of the referenced tradable contract.
Theta
Refers to the output of QuantLib's theta function.

The quantities listed in
FDVanilla Extra Data are reportable when Finite Differences is used.