pd_to_spread: Calculate spread with Default Probability
In creditr: Credit Default Swaps in R

pd_to_spread to calculate spread using the probability of default, tenor and recovery rate.

1 2	pd_to_spread(x, recovery.var = "recovery", currency.var = "currency", tenor.var = "tenor", date.var = "date", pd.var = "pd")

`x`	data frame, contains all the relevant columns.
`recovery.var`	character, column in x containing recovery rates. ISDA model standard recovery rate asscumption is 0.4.
`currency.var`	character, column in x containing currency.
`tenor.var`	character, column in x containing tenors.
`date.var`	character, column in x containing date variable.
`pd.var`	name of the column containing the probability of default in decimals.