IRDSwapVol-class: IRD Swap Volatility Class
In sa-ccr/Trading: CCR, Advanced Correlation & Beta Estimates, Betting Strategies
IRDSwapVol-class R Documentation
IRD Swap Volatility Class
Description
Creates an IRD Swap Volatility-based Object with the relevant info needed to calculate the Exposure-at-Default (EAD)
Value
An object of type IRDSwapVol
sa-ccr/Trading documentation built on Feb. 23, 2024, 9:26 p.m.
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| IRDSwapVol-class | R Documentation |
IRD Swap Volatility Class
Description
Creates an IRD Swap Volatility-based Object with the relevant info needed to calculate the Exposure-at-Default (EAD)
Value
An object of type IRDSwapVol
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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