Elem_Prices: Elem_Prices

Description Usage Arguments Value

Description

Returns a lattice of Element Prices (Contingent Claim Prices) from a Short Run Interest Lattice

Usage

1

Arguments

.R

A Lattice for the Short Run Rate

Value

A Lattice for the Element Prices


claudiolucinda/FixedIncomeBR documentation built on May 23, 2019, 4:05 a.m.