ZCBond_PriceDistribution

ZCBond_PriceDistribution,Scenarios-method

Get a distribution for ZC bond 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.

Wassim Youssef

A Package for Asset Projection

ZCBond_PriceDistribution function

<dl> <dt>t</dt>
<dd>Date of pricing (has to be an integer)</dd>
 <dt>T</dt>
<dd>Date of maturity</dd></dl>

Arguments

ZCBond_PriceDistribution method — ZCBond_PriceDistribution

<dl>

 <dt>t</dt>
<dd>Date of pricing (has to be an integer)</dd>


 <dt>T</dt>
<dd>Date of maturity</dd>

</dl>

ZCBond_PriceDistribution: ZCBond_PriceDistribution method

Description

Arguments