Model[Infl Curve]


"Model[Infl Curve]" is a special type of Model
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with functions Model[Infl Curve] Functions, keys Model[Infl Curve] keys and example object InfCrvMdl

TYPE INCLUSION RELATIONSHIPS

Model Valuation

Model Infl Curve

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AVAILABLE FUNCTIONS

Create

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AVAILABLE CREATE FUNCTION KEYS

Delta Mode

IR Delta

IR Delta Specs

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TYPICAL OBJECTS OF TYPE Model[Infl Curve]

InfCrvMdl

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This type represents modelling assumptions relating to the type Infl Curve that may be needed during some valuation algorithm.
In particular, it supplies the shift sizes of the various market data involved in delta sensitivity calculations.
All that is required, is the presence of a "Model[Infl Curve]" object in the input model collection of the valuation routine.
Specifically, the Delta Mode entry determines how the market data must be shifted.
The Delta Shift entry defines the shift amount.