What is the Valuation/Settlement date used when using modular objects

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,

回答(0 个)

类别

帮助中心File Exchange 中查找有关 Portfolio Optimization and Asset Allocation 的更多信息

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by