Model[Inflation Option]


"Model[Inflation Option]" is a special type of Model
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with functions Model[Inflation Option] Functions, keys Model[Inflation Option] keys and example object InfOptMdl

TYPE INCLUSION RELATIONSHIPS

Model Option

Model Inflation Option

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AVAILABLE FUNCTIONS

Create

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AVAILABLE CREATE FUNCTION KEYS

Pricing Method

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TYPICAL OBJECTS OF TYPE Model[Inflation Option]

InfOptMdl

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This type represents modelling assumptions relating to the type Inflation Option that may be needed during some valuation algorithm.
The pricing succeeds by the method described in Pricing Method

The following labels may be assigned to the key Output of the Price function in order for the latter to return the respective quantities.
List of valid values:
Price

The output is a number that represents the price - also known as NPV (Net Present Value) - of the referenced tradable as of the trade date
Note the applicable trade date equals the global trade date, except if overridden by the optional entry As Of
The cash flows occurring on the trade date are included only if Trade Date CFs is set to TRUE