Schedule | R Documentation |
The Schedule
function generates a schedule of dates conformant to
a given convention in a given calendar.
## Default S3 method:
Schedule(params)
params |
a named list, QuantLib's parameters of the schedule.
See example below. |
Please see any decent Finance textbook for background reading, and the
QuantLib
documentation for details on the QuantLib
implementation.
The Schedule
function returns an object of class
Schedule
. It contains the list of dates in the schedule.
Michele Salvadore michele.salvadore@gmail.com for the inplementation;
Dirk Eddelbuettel edd@debian.org for the R interface;
the QuantLib Group for QuantLib
https://www.quantlib.org/ for details on QuantLib
.
FixedRateBond
params <- list(effectiveDate=as.Date("2004-11-30"),
maturityDate=as.Date("2008-11-30"),
period='Semiannual',
calendar='UnitedStates/GovernmentBond',
businessDayConvention='Unadjusted',
terminationDateConvention='Unadjusted',
dateGeneration='Forward',
endOfMonth=1)
Schedule(params)
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