Description Usage Arguments Details Value Author(s) References See Also Examples
This function plots the bond price as a function of interest rate. It also shows, using dotted lines, the yield to maturity rate corresponding to the face value, and the flat price corresponding to the yield to maturity.
1 2 | bondFigure(buyDate, matDate, rateCoupon, yieldToMat = NULL,
bondPr = NULL, nPay)
|
buyDate |
the date when the coupon is bought (settlement date) |
matDate |
maturity date |
rateCoupon |
coupon rate (in decimals) |
yieldToMat |
yield to maturity (in decimals) |
bondPr |
the flat price of the bond |
nPay |
number of coupon payments per year |
either yieldToMat or bondPr should be given as input.
This function only plots a figure.
Arto Luoma <arto.luoma@wippies.com>
Bodie, Kane, and Marcus (2014) Investments, 10th Global Edition, McGraw-Hill Education, (see Section 14.2 Bond Pricing).
1 2 3 | bondFigure("2012-7-31","2018-7-31",rateCoupon=0.0225,yieldToMat=0.0079,
nPay=2)
bondFigure("2012-7-31","2018-7-31",rateCoupon=0.0225,bondPr=90,nPay=2)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.