Hello,
On 7/24/07, Yomi <
[hidden email]> wrote:
>
> Hi all,
>
> Just a quick question about the triggers.
> Let's consider a product which is dependent on 2 IR curves and 1 BS process.
> Does it make sense to have 3 triggers for the underlyings and 1 for the
> product, or should we keep 1 trigger for all? (in this case, as soon as any
> data change in any underlying, you will recompute everything - is that
> right?)
I'm not sure I understand the question. The main point is to ensure
that the NPV calculation is triggered by a change in the data feed
(the quotes).
In the simplest case you might achieve this by passing all relevant
range references directly to the trigger parameter of the NPV
function. In more complicated cases you might break this up into one
or more dependencies, the function ohTrigger() can be used for this
purpose.
Regards,
Eric
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