ConvBond_PriceDistribution: ConvBond_PriceDistribution method

Description Arguments

Description

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

Arguments

type

The name of the asset for which a projection has to be proceeded. Can be 'shortRate', 'stock', 'realEstate', 'liquiditySpread' or 'defaultSpread'. If NULL, all assets will be projected.

t

Date of pricing (has to be an integer)

T

Date of maturity for the option

nCoupons

Number of coupons

couponsRate

Rate of coupons


ESG documentation built on Nov. 30, 2020, 1:06 a.m.