Description Usage Arguments See Also
Compute "present" value as of time t for coupons that would otherwise have been paid up to time acceleration_t, in the case of accelerated coupon provisions for forced conversions (or sometimes even unforced ones).
1 2 3 4 5 6  | accelerated_coupon_value(
  t,
  coupons_df,
  discount_factor_fcn,
  acceleration_t = Inf
)
 | 
t | 
 The time toward which all coupons should be present valued  | 
coupons_df | 
 A data.frame of details for each coupon.  It should have the
columns   | 
discount_factor_fcn | 
 A function specifying how the contract says future coupons should be discounted for this instrument in case the acceleration clause is triggered  | 
acceleration_t | 
 Time limit, up to which coupons will be accelerated  | 
Other Bond Coupons: 
coupon_value_at_exercise(),
value_from_prior_coupons()
Other Bond Coupon Acceleration: 
coupon_value_at_exercise()
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