IRDSwapVol-class: IRD Swap Volatility Class

IRDSwapVol-classR Documentation

IRD Swap Volatility Class

Description

Creates an IRD Swap Volatility-based Object with the relevant info needed to calculate the Exposure-at-Default (EAD)

Value

An object of type IRDSwapVol


Trading documentation built on Aug. 27, 2022, 1:05 a.m.