Perform a general valuation.

Description

Perform a general valuation.

Example Sheet

GeneralSwap.xlsx

Arguments

  • objectName The name that this object will be assigned on the map. Should be unique.
  • products (Product[])A list of products.
  • valueDate (Date)The value date.
  • model (NumeraireSimulator)A model able to handle all the market observables required to calculate the cashflows in the portfolio.
  • nSims *(Int32)Optional. The number of simulations required if the model requires simulation. If left blank will use a default value depending on the model.(Default value = 1)