call.ISDA: call ISDA c function

Description Usage Arguments Value

Description

call.ISDA call ISDA function

Usage

1
call.ISDA(x, name, rates.info)

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


davidkane9/creditrISDA documentation built on May 15, 2019, 1:13 a.m.