Assertion: put's value | /r/HasProperty | calculated exercise behavior
Facets:
value: typically
type: DEGREE
Source sentences:
text: These values are typically calculated using a tree-based model, built for the entire yield curve (as opposed to a single yield to maturity), and therefore capturing exercise behavior at each point in the option's life as a function of both time and interest rates; see Lattice model (finance)#Interest rate derivatives.