CBond_PriceDistribution: CBond_PriceDistribution method

CBond_PriceDistributionR Documentation

CBond_PriceDistribution method

Description

Get a distribution for corporate bond price.

Arguments

t

Date of pricing (has to be an integer)

T

Date of maturity

nCoupons

Number of coupons

couponsRate

Rate of coupons

omega

Recoverables in case of default


ESG documentation built on Aug. 29, 2023, 5:08 p.m.