PV01: Calculate PV01
In creditr: Credit Default Swaps in R

PV01 to calculate present value 01 or present value of a stream of 1bp payments

1 2	PV01(x, principal.var = "principal", spread.var = "spread", coupon.var = "coupon", notional.var = "notional")

`x`	data frame, contains all the relevant columns.
`principal.var`	name of the column containing the principal or clean upfront values of the CDS
`spread.var`	character, column in x containing spread in basis points.
`coupon.var`	character, column in x containing coupon rates in basis points. It specifies the payment amount from the protection buyer to the seller on an annual basis.
`notional.var`	character, column in x containing the amount of the underlying asset on which the payments are based.