ConvBond_PriceDistribution

ConvBond_PriceDistribution,Scenarios-method

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.

type

Date of pricing (has to be an integer)

nCoupons

couponsRate

Proceed to the projection using the parameters that were
 previously set into the Scenarios objet.

Presents a "Scenarios" class containing
general parameters, risk parameters and projection results.
Risk parameters are gathered together into a ParamsScenarios
sub-object. The general process for using this package is to
set all needed parameters in a Scenarios object, use the
customPathsGeneration method to proceed to the projection, then
use xxx_PriceDistribution() methods to get asset prices.

ConvBond_PriceDistribution: ConvBond_PriceDistribution method

Description

Arguments