Model[Interest Rate]


"Model[Quotable]" is a special type of Model
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with functions Model[Quotable] Functions, direct subtypes Model[Quotable] subtypes, keys Model[Quotable] keys and example object QuotableMdl

TYPE INCLUSION RELATIONSHIPS

Model

Model Quotable

Known Resets Model

Model Interest Rate

Model Spot Price

SABR Model

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AVAILABLE FUNCTIONS

Create

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AVAILABLE CREATE FUNCTION KEYS

ID

Modelled Quotable

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TYPICAL OBJECTS OF TYPE Model[Quotable]

QuotableMdl

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This type represents modelling assumptions relating to the type Quotable that may be needed during some valuation algorithm.