Calculates the Probablity of Default
Calculates the probablity of the default on specific time points by using the spread of the corresponding credit curve and the loss given default
CalcPD(spread, LGD, time_points)
The spread based on the credit curve
The timepoints that the analysis is performed on
A vector containing the probablity of default on the specified timepoints
Tasos Grivas <firstname.lastname@example.org>
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