call.ISDA: call ISDA c function
In Yuanchu/creditr: Credit Default Swap
Description
Usage
Arguments
Value
See Also
Description
call.ISDA call ISDA function
Usage
1
Arguments
x
dataframe which contains relevant dates and convention info
name
character function name within which call.ISDA is called
rates.info
dataframe which contains relevant rates data
Value
a numeric value which is the difference between the new upfront and
the old one
See Also
CS10 rec.risk.01 IR.DV01 spread.DV01
Yuanchu/creditr documentation built on May 10, 2019, 1:11 a.m.
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Description Usage Arguments Value See Also
Description
call.ISDA call ISDA function
Usage
1 |
Arguments
x |
dataframe which contains relevant dates and convention info |
name |
character function name within which call.ISDA is called |
rates.info |
dataframe which contains relevant rates data |
Value
a numeric value which is the difference between the new upfront and the old one
See Also
CS10 rec.risk.01 IR.DV01 spread.DV01
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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