Pricing First-to-Default Swaps (MatLab Code)

2020 12 9
0 个回答
8 次查看（30 天）

0 个投票

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.

请先登录，再回答此问题。

回答（0 个）

类别

在 帮助中心 和 File Exchange 中查找有关 Instrument Control Toolbox 的更多信息

产品

标签

提问:

Casey Tam
Casey Tam
2020-12-9

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by