Man pages for BondValuation
Fixed Coupon Bond Valuation Allowing for Odd Coupon Periods and Various Day Count Conventions
| AccrInt | AccrInt (calculation of accrued interest) |
| AnnivDates | AnnivDates (time-invariant properties and temporal structure) |
| BondVal.Price | BondVal.Price (calculation of CP, AccrInt, DP, ModDUR, MacDUR... |
| BondVal.Yield | BondVal.Yield (calculation of YtM, AccrInt, DP, ModDUR,... |
| DP | DP (dirty price calculation of a fixed-coupon bond) |
| List.DCC | List of the day count conventions implemented. |
| NonBusDays.Brazil | Non-business days in Brazil from 1946-01-01 to 2299-12-31. |
| PanelSomeBonds2016 | A panel of of 100 plain vanilla fixed coupon corporate bonds. |
| SomeBonds2016 | Properties of 100 plain vanilla fixed coupon corporate bonds. |
