Create a curve based valuation model.

Description

Create a curve based valuation model.

Example Sheet

GeneralSwap.xlsx

Arguments

  • objectName The name that this object will be assigned on the map. Should be unique.
  • discountCurve (IDiscountingSource)The discounting curve
  • rateForecastCurves (IFloatingRateSource[])The floating rate forecast curves for all the rates that the products in the portfolio will need.
  • fxForecastCurves *(IFXSource[])The FX rate forecast curves for all the cashflow currencies other than the discounting currency.(Default value = )