Files in bondAnalyst

Methods for Fixed-Income Valuation, Risk and Return

R/17_matrixBondPricing.R R/37_computingSemiAnnualForwardRatesusingSpots.R R/03_bondPriceYrlyCoupons.R R/27_computingYTC.R R/26_computingDiscMarginFRN.R R/07_bondPriceExcessCoupon.R R/31_computingAORMoneyMarketInstr.R R/41_bondPricingUsingZspread.R R/28_pricingTbill.R R/18_convertAPRtoDifferentPeriodcity.R R/13_bondPricingUsingSpotRates.R R/16_bondAccruedInterestRoundedDaysConv.R R/08_pricingZeroCouponBond.R R/20_annualYtmZcbForPeriodicity.R R/33_computingQuotedDiscRateMMI.R R/d05b_computingModifDurationUsingMacDuration.R R/d06_percentChangePVFullPrice.R R/14_pricingWithSptSeq.R R/d08_computingApproxMacDurationUsingApprModifDuration.R R/32_pricingCommercialPaper.R R/d12_computingPVBP.R R/11_bondPricingSemiAnnualCoupon.R R/d07_computingApproxModifDuration.R R/d05_computingModifDuration.R R/04_pvDeficiency.R R/06_pvExcessCoupon.R R/29_pricingMmiAOR.R R/d01_macDuration.R R/12_bondPricingQuarterlyCoupon.R R/d04_computingMacDurationUsingCouponRate.R R/15_bondAccruedInterestActualDateConv.R R/01_disCouponsPmts.R R/39_computingGspread.R R/19_extraCompensationForHigherRisk.R R/d03_computingMacDurationUsingBondFullPrice.R R/34_fvMoneyMarketInstrUsingQuotedDR.R R/05_bondPriceDefCoupon.R R/02_disMaturityValue.R R/42_bondPricingUsingGspread.R R/22_estmReturnOnFRN.R R/d02_bondFullPrice.R R/10_computingBondYtmRateFiveDecimalPlaces.R R/25_computingPeriodicDiscRateFRN.R R/43_computingBondYtmRateSixDecimalPlaces.R R/21_earZcbVariousPeriodicity.R R/d09_computingEffDurationCallableBond.R R/30_fvMoneyMarketInstrUsingAOR.R R/40_computingZspread.R R/d11_changePvFullBondPrice.R R/09_YtmZeroCouponBond.R R/36_computingYearlyForwardRatesusingSpots.R R/24_pricingFRN.R R/38_bondPricingUsingForwardRates.R R/35_computingParRate.R R/d10_computingMoneyDuration.R man/computingAORMoneyMarketInstr.Rd man/macDurationOnCouponRate.Rd man/computingParRate.Rd man/frPricing.Rd man/saForwards.Rd man/modifDurationUsingMacDuration.Rd man/pricingWithGspread.Rd man/pvExcessCoupon.Rd man/annualYtmZcbForPeriodicity.Rd man/pricingWithSpots.Rd man/computingQuotedDiscRateMMI.Rd man/aiActDtCon.Rd man/pvFullPrice.Rd man/pricingMoneyMarketInstrUsingAOR.Rd man/extraCompensationForHigherRisk.Rd man/discMarginFRN.Rd man/ytmZeroCouponBond.Rd man/matrixMethod.Rd man/pricingSaCpnBond.Rd man/disCouponPmtsBond.Rd man/aiRoundedDaysConv.Rd man/disMaturityValBond.Rd man/pricingWithZspread.Rd man/returnIncomeFRN.Rd man/bondPriceYearlyCoupons.Rd man/fvMoneyMarketInstrUsingAOR.Rd man/pricingFRN.Rd man/bondPriceExcessCoupon.Rd man/forwards.Rd man/effDurtnCallableBond.Rd man/pricingWithSptSeq.Rd man/computingGspread.Rd man/computingZspread.Rd man/macDuration.Rd man/computingYTC.Rd man/estimatedPercentChangePVFullPrice.Rd man/convertAPRtoDifferentPeriodcity.Rd man/approxMacDurationUsingApprModifDuration.Rd man/moneyDuration.Rd man/bondPriceDefCoupon.Rd man/fvMmiUsingQuotedDiscRate.Rd man/changePvFullBondPrice.Rd man/earZcbVariousPeriodicity.Rd man/pricingTbill.Rd man/computingBondYtmRateFiveDecimalPlaces.Rd man/computingBondPVBP.Rd man/macDurationOnFP.Rd man/pricingCommercialPaper.Rd man/pvCouponDeficiency.Rd man/approxModifDuration.Rd man/modifDuration.Rd man/periodicDiscRateFRN.Rd man/pricingQtrlyCpnBond.Rd man/computingBondYtmRateSixDecimalPlaces.Rd man/pricingZeroCouponBond.Rd