Description Usage Arguments Value
PV01 to calculate present value 01 or present value of a stream of 1bp
payments
| 1 2 | PV01(x, principal.var = "principal", spread.var = "spread",
  coupon.var = "coupon", notional.var = "notional")
 | 
| x | data frame, contains all the relevant columns. | 
| principal.var | name of the column containing the principal or clean upfront values of the CDS | 
| spread.var | character, column in x containing spread in basis points. | 
| coupon.var | character, column in x containing coupon rates in basis points. It specifies the payment amount from the protection buyer to the seller on an annual basis. | 
| notional.var | character, column in x containing the amount of the underlying asset on which the payments are based. | 
Vector containing the PV01 values
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.