EuroCall_ZC_PriceDistribution

EuroCall_ZC_PriceDistribution,Scenarios-method

Date of pricing (has to be an integer)

Date of maturity for the underlying

Strike

Get a distribution for EuroCall ZC price.

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.

EuroCall_ZC_PriceDistribution: EuroCall_ZC_PriceDistribution method

Description

Arguments