CBond_PriceDistribution function

CBond_PriceDistribution method

CBond_PriceDistribution method

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
  • Maintainer: Wassim Youssef
  • License: GPL (>= 2)
  • Last published: 2023-08-29

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