Model[Multi Leg Swap]


"Model[Multi Leg Swap]" is a special type of Model
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with functions Model[Multi Leg Swap] Functions and example object MLSwapMdl

TYPE INCLUSION RELATIONSHIPS

Model Swap

Model Multi Leg Swap

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AVAILABLE FUNCTIONS

Create

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TYPICAL OBJECTS OF TYPE Model[Multi Leg Swap]

MLSwapMdl

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

If an Multi Leg Swap happens to involve an upfront payment, the Price function exceptionally will take into account that payment even if it occurs at trade date and Trade Date CFs = FALSE