bondconv: Calculate the convexity of a bond.
In GUIDE: GUI for DErivatives in R
Description
Usage
Details
Value
Author(s)
References
See Also
Description
Function to calculate the convexity of a bond.
Usage
1
bondconv()
Details
The user inputs are as follows:
Face Value: to be entered in numbers for e.g. 1200.50
Coupon rate: percent per annum
Discount rate: percent per annum
Maturity: number of years
Note: Clicking on the '+' and '-' respectively increases and decreases the value.
Coupon Payments: chosen amongst Quarterly/Semi-annual/Annual
Frequency of rates: chosen amongst continuous/same as coupon/annual
Value
Duration of a bond.
Author(s)
S Subramanian <ssubramanian@sssihl.edu.in>
References
John C. Hull, "Options, Futures, and Other Derivatives", 8/E, Prentice Hall, 2012.
See Also
GUIDE documentation built on May 2, 2019, 9:32 a.m.
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Description Usage Details Value Author(s) References See Also
Description
Function to calculate the convexity of a bond.
Usage
1 | bondconv()
|
Details
The user inputs are as follows:
Face Value: to be entered in numbers for e.g. 1200.50
Coupon rate: percent per annum
Discount rate: percent per annum
Maturity: number of years
Note: Clicking on the '+' and '-' respectively increases and decreases the value.
Coupon Payments: chosen amongst Quarterly/Semi-annual/Annual
Frequency of rates: chosen amongst continuous/same as coupon/annual
Value
Duration of a bond.
Author(s)
S Subramanian <ssubramanian@sssihl.edu.in>
References
John C. Hull, "Options, Futures, and Other Derivatives", 8/E, Prentice Hall, 2012.
See Also
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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