Data Variable Range

A Data Variable Range is used for Sensitivity Analysis during the Valuation process.

It requires first the specification of one type of Data Variable: External Data Variable; Computed Data Variable; World Variable Data Variable.

Next it must also specify the range over which the selected Data Variable has to change during the Sensitivity Analysis. This range is specified as a certain number of values from a starting value to an ending value.

During the Sensitivity Analysis the actual value of the selected Data Variable is overridden by values selected from the specified range of values. After each override of the Data Variable, the Valuation is conducted and the result stored in order to be reported after all the required Valuations have been completed.

It is also possible to use Time as a Data Variable. It should be set to range from 0 to a positive number of days from the World State date of the World State being used in the Valuation process.