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Tradable__PriceFunction Price within Tradable computes the fair price in units of the provided reference at which the given tradable can be traded on the provided date, taking into account the provided Market and Model data.
Optionally additional information, such as a specified type of market risk or the fair value of a contributing parameter, may be computed and reported.
In particular, the input of an object of type Advanced Pricing permits the computation of carry, roll-down, forward values as well as a breakdown of the PnL between any two dates into meaningful components.
The input of an object of type CF Model permits the generation of projected cash flows and their reporting in raw or consolidated formats.