durcoupon: Plot the relationship between duration and coupon rate of a...

Description Usage Details Value Author(s) References See Also

Description

Function to Plot the relationship between duration and coupon rate of a bond.

Usage

1

Details

The user inputs are as follows:
Discount Rate ( Maturity (Yrs)
Clicking on "+/-" increases/decreases the values of the above two inputs

Value

A Plot of the reltionship between duration and coupon rate 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

bondchange,bondprice


GUIDE documentation built on May 2, 2019, 9:32 a.m.