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).
coupon_value_at_exercise(
t,
coupons_df,
discount_factor_fcn,
model_t = 0,
accelerate_future_coupons = FALSE,
acceleration_discount_factor_fcn = 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 future cashflows should generally be discounted for this instrument
Model timestamp passed to value_from_prior_coupons
If TRUE, future coupons will be accelerated on exercise to pad present value
A function specifying how future coupons should be discounted for this instrument under coupon acceleration conditions
The maximum time up to which future coupons will be counted for acceleration, passed on to accelerated_coupon_value
A scalar equal to the present value
Other Bond Coupons:
accelerated_coupon_value(),
value_from_prior_coupons()
Other Bond Coupon Acceleration:
accelerated_coupon_value()