call_ISDA

dataframe which contains relevant dates and convention info

character function name within which call_ISDA is called

name

dataframe which contains relevant rates data

rates.info


<code>call_ISDA</code> call ISDA function


Provides tools for pricing credit default swaps using
C code for the International Swaps and Derivatives
Association (ISDA) CDS Standard Model. See
<http://www.cdsmodel.com/cdsmodel/documentation.html>
for more information about the model and
<http://www.cdsmodel.com/cdsmodel/cds-disclaimer.html>
for license details for the C code.

call_ISDA: call ISDA c function

Description

Usage

Arguments

Value