| CBond_PriceDistribution {ESG} | R Documentation |
CBond_PriceDistribution method
Description
Get a distribution for corporate bond price.
Arguments
t |
Date of pricing (has to be an integer) |
T |
Date of maturity |
nCoupons |
Number of coupons |
couponsRate |
Rate of coupons |
omega |
Recoverables in case of default |
[Package ESG version 1.3 Index]