The Excel Derivatives Periscope



QL MM Multi Product is a Type that represents an object, the structure of which mimics the MarketModelMultiProduct type in QuantLib.
The disclaimer described in
QL MM Data applies also here.
It defines the times and amounts of the cash flows related to a collection of traded products within the context of the simulated
forward interest rates in the current market model setting.
Note that just as MarketModelMultiProduct is not considered an "Instrument" in QuantLib (it does not derive from the Instrument class), the QL MM Multi Product is not considered a
Tradable but rather a Data in Deriscope.
The reason is a Tradable must provide a complete description of the respective term sheet, including calendar dates and conventions, whereas a QL MM Multi Product defines the related cash flows in the language of an existing market model setup.