Compute "present" value as of time t for coupons that would otherwise have been paid up to time acceleration_t, in the case of accelerated coupon provisions for forced conversions (or sometimes even unforced ones).
accelerated_coupon_value(
t,
coupons_df,
discount_factor_fcn,
acceleration_t = Inf
)The time toward which all coupons should be present valued
A data.frame of details for each coupon. It should have the
columns payment_time and payment_size.
A function specifying how the contract says future coupons should be discounted for this instrument in case the acceleration clause is triggered
Time limit, up to which coupons will be accelerated
Other Bond Coupons:
coupon_value_at_exercise(),
value_from_prior_coupons()
Other Bond Coupon Acceleration:
coupon_value_at_exercise()