Description Usage Details Value Author(s) References See Also

View source: R/pricematurity.R

Function to Plot the relationship between price and maturity of a bond.

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The user inputs are as follows:

Coupon rate (per cent p.a.)

Discount rate (or yield) p.a.

Moving the slider increases/decreases the values of the above two inputs.

Coupon frequency: chosen amongst quarterly, semi-annual and annual.

A Plot of the reltionship between price and maturity of a bond.

S Subramanian <[email protected]>

John C. Hull, "Options, Futures, and Other Derivatives", 8/E, Prentice Hall, 2012.

GUIDE documentation built on May 29, 2017, 5:29 p.m.

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