cashprice: Calculate the Cash price of a T Bond Futures
In GUIDE: GUI for DErivatives in R
Description
Usage
Details
Value
Author(s)
References
See Also
Description
Function to calculate the Cash price of a T Bond Futures
Usage
1
Details
The user inputs are as follows:
Quoted Price: e.g. 97.8
Conv. Factor: e.g. 1.06
Acc. Interest: in dollars e.g. 3.50
Value
The Cash price of a T Bond Futures.
Author(s)
S Subramanian <ssubramanian@sssihl.edu.in>
References
John C. Hull, "Options, Futures, and Other Derivatives", 8/E, Prentice Hall, 2012.
See Also
futurescurrency,futurescommodity
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 Cash price of a T Bond Futures
Usage
1 |
Details
The user inputs are as follows:
Quoted Price: e.g. 97.8
Conv. Factor: e.g. 1.06
Acc. Interest: in dollars e.g. 3.50
Value
The Cash price of a T Bond Futures.
Author(s)
S Subramanian <ssubramanian@sssihl.edu.in>
References
John C. Hull, "Options, Futures, and Other Derivatives", 8/E, Prentice Hall, 2012.
See Also
futurescurrency,futurescommodity
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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