QuantBondCurves
Calculates Bond Values and Interest Rate Curves for Finance

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QuantBondCurves: Calculates Bond Values and Interest Rate Curves for Finance
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Man pages for QuantBondCurves
Calculates Bond Values and Interest Rate Curves for Finance

accrued.interestsAccrued interest
average.lifeWeighted Average Life
basis.curveBasis Curve
bond.price2rateFrom a price to a rate
coupon.datesCoupon date payments
couponsCoupon payment calculation
curve.calculationCurve calculation
curve.calibrationCurve calibration
discount.factorsDiscount factors
discount.timeQuantil's discount time convention
fwd2spotForward curve conversion
price.dirty2cleanFrom one price to another
sens.bondsBond Sensitivity
spot2forwardSpot curve conversion
valuation.bondsBond valuation
valuation.swapsSwap valuation
QuantBondCurves documentation built on April 4, 2025, 5:11 a.m.

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