ConvBond_PriceDistribution: ConvBond_PriceDistribution method
In ESG: A Package for Asset Projection
ConvBond_PriceDistribution R Documentation
ConvBond_PriceDistribution method
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 Aug. 29, 2023, 5:08 p.m.
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| ConvBond_PriceDistribution | R Documentation |
ConvBond_PriceDistribution method
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 |
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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