SwapCashflowCalculation: Main function that manages the pricing of one interest rate...
In DavideMagno/SwapPricer: Pricing of Financial Interest Rate Swaps
Description
Usage
Arguments
Value
Description
This function connects the cashflow generation to the swap pricing
Usage
1
SwapCashFlowCalculation(today, swap)
Arguments
today
The Date at which the analysis is being carried out
swap
A list with the swap's charachteristics
Value
A list with all the main pricing information for the contract
DavideMagno/SwapPricer documentation built on Aug. 19, 2021, 6:36 p.m.
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Description Usage Arguments Value
Description
This function connects the cashflow generation to the swap pricing
Usage
1 | SwapCashFlowCalculation(today, swap)
|
Arguments
today |
The Date at which the analysis is being carried out |
swap |
A list with the swap's charachteristics |
Value
A list with all the main pricing information for the contract
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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