Man pages for BondValuation
Fixed Coupon Bond Valuation Allowing for Odd Coupon Periods and Various Day Count Conventions

AccrIntAccrInt (calculation of accrued interest)
AnnivDatesAnnivDates (time-invariant properties and temporal structure)
BondVal.PriceBondVal.Price (calculation of CP, AccrInt, DP, ModDUR, MacDUR...
BondVal.YieldBondVal.Yield (calculation of YtM, AccrInt, DP, ModDUR,...
DPDP (dirty price calculation of a fixed-coupon bond)
List.DCCList of the day count conventions implemented.
NonBusDays.BrazilNon-business days in Brazil from 1946-01-01 to 2299-12-31.
PanelSomeBonds2016A panel of of 100 plain vanilla fixed coupon corporate bonds.
SomeBonds2016Properties of 100 plain vanilla fixed coupon corporate bonds.
BondValuation documentation built on May 30, 2022, 1:08 a.m.