Create a curve based valuation model.

Description

Create a curve based valuation model.

Example Sheet

GeneralSwap.xlsx

Arguments

  • objectName The name of the object to be created.
  • discountCurve The discounting curve
  • rateForecastCurves The floating rate forecast curves for all the rates that the products in the portfolio will need.
  • fxForecastCurves The FX rate forecast curves for all the cashflow currencies other than the discounting currency.