ZeroCouponBond-class {ragtop} | R Documentation |
A simple contract paying the notional
amount at the maturity
Description
A simple contract paying the notional
amount at the maturity
Fields
notional
The amount that will be paid at
maturity
, conditional on survivalrecovery_rate
The proportion of notional that would be expected to be paid to bond holders after bankruptcy court proceedings
discount_factor_fcn
A function specifying how cashflows should generally be discounted for this instrument
Methods
optionality_fcn(v, ...)
Return a version of
v
at timet
corrected for any optionality conditions.recovery_fcn(v, S, t, ...)
Return recovery value, given non-default values
v
at timet
. Subclasses may be more elaborate, this method simply returns 0.0.
[Package ragtop version 1.2.0 Index]