CDSSingleNameSpec: Builds a 'CDSSingleNameSpec'

In imanuelcostigan/fmbasics: Financial Market Building Blocks

Description

A subclass of CDSSpec(), that implements specifications for single name CDS curves

Usage

CDSSingleNameSpec(rank, name)

Arguments

rank	Seniority of the reference debt. Must be one of the following options: "SNR" for Senior, "SubTier3" for Subordinate Tier 3, "SubUpperTier2" for Subordinate Upper Tier 2, "SubLowerTier2" for Subordinate Lower Tier 2 "SubTier1" for Subordinate Tier 1. "Empty" rank can be used for a generic instance of the class.
name	Reference debt issuer. Must be a string.

Value

An object of type CDSSingleNameSpec

See Also

Other CDS curve helpers: CDSCurve, CDSMarkitSpec, CDSSpec, SurvivalProbabilities, ZeroHazardRate, is.CDSCurve, is.CDSSpec

Examples

CDSSingleNameSpec(rank = "SNR", name = "Westpac")

imanuelcostigan/fmbasics documentation built on Dec. 6, 2019, 9:48 a.m.