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Quantitative Finance · शब्दावली

Market-data snapshot क्या है?

Definition 28.2 Derivatives and Volatility · अध्याय 28 — Build: A Pricing Library

A market-data snapshot is the complete, immutable set of market inputs of a valuation at one time (spots, curves, dividends, volatility surfaces, correlations, fixings, exchange rates), addressable by risk-factor identifiers; a bump or a change of date returns a new snapshot and never alters the old one.

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