call_ISDA | R Documentation |
call_ISDA
call ISDA function
call_ISDA(x, name, rates.info)
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 |
a numeric value which is the difference between the new upfront and the old one
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