Perform a general valuation.

Description

Perform a general valuation.

Example Sheet

GeneralSwap.xlsx

Arguments

  • objectName The name of the object to be created.
  • products A list of products.
  • valueDate The value date.(Date)
  • model A model able to handle all the market observables required to calculate the cashflows in the portfolio.
  • nSims Optional. The number of simulations required if the model requires simulation. If left blank will use a default value depending on the model.