R/implied_cop.R
In veldanie/SuraStructuredNotes: Sura Asset Management Structured Products
Defines functions
implied_cop
implied_cop<-function(cc_lib_usd, fwd_points, TRM, base){
m=length(cc_lib_usd)
days=c(1:m)
imp_cop=((TRM+fwd_points)*(1+cc_lib_usd*days/base)/TRM-1)*base/days
return(imp_cop)
}
veldanie/SuraStructuredNotes documentation built on March 27, 2022, 5:28 p.m.
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Defines functions implied_cop
implied_cop<-function(cc_lib_usd, fwd_points, TRM, base){
m=length(cc_lib_usd)
days=c(1:m)
imp_cop=((TRM+fwd_points)*(1+cc_lib_usd*days/base)/TRM-1)*base/days
return(imp_cop)
}
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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