CDSPremium_PriceDistribution: CDSPremium_PriceDistribution

Description

Proceed to the projection using the parameters that were previously set into the Scenarios objet.

Arguments

t

Date of pricing (has to be an integer)

T

Date of maturity for the option

omega

Recoverables in case of default


Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.