CDSPremium_PriceDistribution: CDSPremium_PriceDistribution

Description Arguments

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 May 30, 2017, 12:34 a.m.

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