Shorten Spot
Subtype of DefinitionThe bond is modified by forcing it to mature at the earlier time Tˢʰ = Tᵐ - Δʰ, where Δʰ = Tʰ - Tˢ
For details look at the description of the function Rolldown
The bond is modified by forcing it to mature at the earlier time Tˢʰ = Tᵐ - Δʰ, where Δʰ = Tʰ - Tˢ
For details look at the description of the function Rolldown