Model[Swap]


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

TYPE INCLUSION RELATIONSHIPS

Model

Model Tradable

Advanced Pricing

CF Model

Fallback Model

Model Bond

Model CapFloor

Model Fwd Contract

Model Option

Model Portfolio

Model Swap

</defs>

AVAILABLE FUNCTIONS

Create

</defs>

AVAILABLE CREATE FUNCTION KEYS

ID

Modelled Tradable

</defs>

TYPICAL OBJECTS OF TYPE Model[Tradable]

TradableMdl

</defs>

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