KTD - Kth to Deafult Swap Pricing with R

[Eugenio De Maio]

Hi All,
I am struggling with a pricing model to evaluate a KTD based on MC simulations.
I have a project coded in VB but I want to code in R and the results I have are different from what I have in Excel.
Can I ask please to anyone a tip or help how to code it correctly ?
Many Thanks

Eugenio

 

[Eugenio De Maio]

Of course , I can send the code in R I did.. many thanks