API for bondAnalyst
Methods for Fixed-Income Valuation, Risk and Return
| Global functions | |
|---|---|
| aiActDtCon | Man page Source code |
| aiRoundedDaysConv | Man page Source code |
| annualYtmZcbForPeriodicity | Man page Source code |
| approxMacDurationUsingApprModifDuration | Man page Source code |
| approxModifDuration | Man page Source code |
| bondPriceDefCoupon | Man page |
| bondPriceExcessCoupon | Man page |
| bondPriceYearlyCoupons | Man page |
| changePvFullBondPrice | Man page Source code |
| computingAORMoneyMarketInstr | Man page Source code |
| computingBondPVBP | Man page Source code |
| computingBondYtmRateFiveDecimalPlaces | Man page Source code |
| computingBondYtmRateSixDecimalPlaces | Man page Source code |
| computingGspread | Man page Source code |
| computingParRate | Man page |
| computingQuotedDiscRateMMI | Man page Source code |
| computingYTC | Man page Source code |
| computingZspread | Man page Source code |
| convertAPRtoDifferentPeriodcity | Man page Source code |
| disCouponPmtsBond | Man page |
| disMaturityValBond | Man page |
| discMarginFRN | Man page Source code |
| earZcbVariousPeriodicity | Man page Source code |
| effDurtnCallableBond | Man page Source code |
| estimatedPercentChangePVFullPrice | Man page Source code |
| extraCompensationForHigherRisk | Man page |
| forwards | Man page |
| frPricing | Man page |
| fvMmiUsingQuotedDiscRate | Man page |
| fvMoneyMarketInstrUsingAOR | Man page |
| macDuration | Man page Source code |
| macDurationOnCouponRate | Man page Source code |
| macDurationOnFP | Man page Source code |
| matrixMethod | Man page Source code |
| modifDuration | Man page Source code |
| modifDurationUsingMacDuration | Man page Source code |
| moneyDuration | Man page Source code |
| periodicDiscRateFRN | Man page Source code |
| pricingCommercialPaper | Man page |
| pricingFRN | Man page |
| pricingMoneyMarketInstrUsingAOR | Man page |
| pricingQtrlyCpnBond | Man page |
| pricingSaCpnBond | Man page |
| pricingTbill | Man page |
| pricingWithGspread | Man page |
| pricingWithSpots | Man page |
| pricingWithSptSeq | Man page |
| pricingWithZspread | Man page |
| pricingZeroCouponBond | Man page |
| pvCouponDeficiency | Man page |
| pvExcessCoupon | Man page |
| pvFullPrice | Man page Source code |
| returnIncomeFRN | Man page |
| saForwards | Man page |
| ytmZeroCouponBond | Man page |
