priceyield: Plot the relationship between price and yield of a bond.

Description Usage Details Value Author(s) References See Also

Description

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

Usage

1

Details

The user inputs are as follows:
Coupon rate (per cent p.a.)
Maturity (yrs)
Moving the slider increases/decreases the values of the above two inputs.
Coupon frequency: chosen amongst quarterly, semi-annual and annual.

Value

A Plot of the reltionship between price and yield 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

pricematurity,bondprice


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