CDSSpec: Build a 'CDSSpec'

In imanuelcostigan/fmbasics: Financial Market Building Blocks

Description

This class will enable you to specify CDS curves. It is used by SurvivalProbabilities() and ZeroHazardRate().

Usage

CDSSpec(rank, ..., subclass = NULL)

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.
...	parameters passed to other CDSSpec constructors
subclass	the name of a CDSSpec subclass. Defaults to NULL

Value

Object of type CDSSpec

See Also

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

Examples

CDSSpec(rank = "SubTier3")

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