Pricing First-to-Default Swaps (MatLab Code)
이전 댓글 표시
I'm looking at the code for "Pricing First-to-Default Swaps" example shown on the website in around line 260. I want to know how you calculated the number for "Spread0 = 540"? How did you get 540 for the Spread0? This is something I'm not understanding.
답변 (0개)
카테고리
도움말 센터 및 File Exchange에서 Instrument Control Toolbox에 대해 자세히 알아보기
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!