spread_to_upfront: Calculate Upfront Payments
In creditr: Credit Default Swaps in R

spread_to_upfront takes a dataframe of variables on CDSs to return a vector of upfront values. Note that all CDS in the data frame must be denominated in the same currency.

spread_to_upfront(x, currency.var = "currency", notional = 1e+07,
  date.var = "date", spread.var = "spread", coupon.var = "coupon",
  tenor.var = "tenor", maturity.var = "maturity",
  recovery.var = "recovery", isPriceClean = FALSE)

`x`	data frame, contains all the relevant columns.
`currency.var`	character, column in x containing currency.
`notional`	is the amount of the underlying asset on which the payments are based. Default is 10000000, i.e. 10MM.
`date.var`	character, column in x containing date variable.
`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.
`tenor.var`	character, column in x containing tenors.
`maturity.var`	character, column in x containing maturity date.
`recovery.var`	character, column in x containing recovery rates. ISDA model standard recovery rate asscumption is 0.4.
`isPriceClean`	refers to the type of upfront calculated. It is boolean. When `TRUE`, calculate principal only. When `FALSE`, calculate principal + accrual.