What is the Valuation/Settlement date used when using modular objects
이전 댓글 표시
I've started implementing a code to value a portfolio of options using Modular Objects:
The think is that there is no place to set the Settlement/Valuation Date. Does it use the Settle date of the ratecurve? It is possible to set a specific date to valuate the portfolio in different days using the same rate curve?
Thank you in advance,
답변 (0개)
카테고리
도움말 센터 및 File Exchange에서 Price an Instrument Portfolio에 대해 자세히 알아보기
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!