ConvBond_PriceDistribution {ESG} | R Documentation |
ConvBond_PriceDistribution method
Description
Proceed to the projection using the parameters that were previously set into the Scenarios objet.
Arguments
type |
The name of the asset for which a projection has to be proceeded. Can be 'shortRate', 'stock', 'realEstate', 'liquiditySpread' or 'defaultSpread'. If NULL, all assets will be projected. |
t |
Date of pricing (has to be an integer) |
T |
Date of maturity for the option |
nCoupons |
Number of coupons |
couponsRate |
Rate of coupons |
[Package ESG version 1.3 Index]