API for QuantBondCurves
Calculates Bond Values and Interest Rate Curves for Finance
| Global functions | |
|---|---|
| accrued.interests | Man page Source code |
| average.life | Man page Source code |
| basis.curve | Man page Source code |
| bond.price2rate | Man page Source code |
| coupon.dates | Man page Source code |
| coupons | Man page Source code |
| curve.basis | Source code |
| curve.calculation | Man page Source code |
| curve.calibration | Man page Source code |
| curve.rates | Source code |
| discount.factors | Man page Source code |
| discount.time | Man page Source code |
| fwd.input | Source code |
| fwd2spot | Man page Source code |
| market.assets.input | Source code |
| market.assets.input2 | Source code |
| market.assets.input3 | Source code |
| market.assets.input4 | Source code |
| price.dirty2clean | Man page Source code |
| sens.bonds | Man page Source code |
| serie.input | Source code |
| spot.input | Source code |
| spot2forward | Man page Source code |
| swaps.input | Source code |
| valuation.bonds | Man page Source code |
| valuation.swaps | Man page Source code |
