| CDSPremium_PriceDistribution {ESG} | R Documentation |
CDSPremium_PriceDistribution
Description
Proceed to the projection using the parameters that were previously set into the Scenarios objet.
Arguments
t |
Date of pricing (has to be an integer) |
T |
Date of maturity for the option |
omega |
Recoverables in case of default |
[Package ESG version 1.3 Index]