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Model[Swing_Option]"Model[Swing Option]" is a special type of Model that represents all modelling assumptions needed in valuation algorithms concerning objects of type Swing Option.
The pricing succeeds by any of 2 different methods listed in Model[Swing Option]::Pricing Method
The following quantities may be also calculated and reported along the price.
Refers to the output of QuantLib's delta function.
Refers to the output of QuantLib's gamma function.
The output refers to the price of the referenced tradable contract.
Refers to the output of QuantLib's theta function.
The quantities listed in FDVanilla Extra Data are reportable when Finite Differences is used.