What is the Valuation/Settlement date used when using modular objects
Show older comments
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,
Answers (0)
Categories
Find more on Price an Instrument Portfolio in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!