call_ISDA: call ISDA c function

Description Usage Arguments Value

View source: R/call_ISDA.R

Description

call_ISDA call ISDA function

Usage

1
call_ISDA(x, name, rates.info)

Arguments

x

dataframe which contains relevant dates and convention info

name

character function name within which call_ISDA is called

rates.info

dataframe which contains relevant rates data

Value

a numeric value which is the difference between the new upfront and the old one


creditr documentation built on May 29, 2017, 8:46 p.m.