CDSPremium_PriceDistribution: CDSPremium_PriceDistribution
In ESG: A Package for Asset Projection
CDSPremium_PriceDistribution R Documentation
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
ESG documentation built on Aug. 29, 2023, 5:08 p.m.
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| CDSPremium_PriceDistribution | R Documentation |
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 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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