changePvFullBondPrice: Calculates estimated change in the Full Price of the Bond (in...
In bondAnalyst: Methods for Fixed-Income Valuation, Risk and Return
View source: R/d11_changePvFullBondPrice.R
changePvFullBondPrice R Documentation
Calculates estimated change in the Full Price of the Bond (in currency units) for a given Money Duration and a given change in the Yield-To-Maturity.
Description
Calculates estimated change in the Full Price of the Bond (in currency units) for a given Money Duration and a given change in the Yield-To-Maturity.
Usage
changePvFullBondPrice(moneyDuration, changeYtm)
Arguments
moneyDuration
A number.
changeYtm
A number.
Details
According to information provided by Adams and Smith (2019), the method changePvFullBondPrice() is developed to compute estimated change in the Full Price of the Bond (in currency units) for a given Money Duration and a given Change in the Yield-To-Maturity.
Value
Input values to two arguments moneyDuration and changeYtm.
Author(s)
MaheshP Kumar, maheshparamjitkumar@gmail.com
References
Adams,J.F. & Smith,D.J.(2019). Understanding Fixed‑Income Risk and Return. In CFA Program Curriculum 2020 Level I Volumes 1-6. (Vol. 5, pp. 237-299). Wiley Professional Development (P&T). ISBN 9781119593577, https://bookshelf.vitalsource.com/books/9781119593577
Examples
changePvFullBondPrice(moneyDuration=542.3638,changeYtm=0.01)
changePvFullBondPrice(moneyDuration=542.3638,changeYtm=-0.01)
bondAnalyst documentation built on Aug. 13, 2022, 5:05 p.m.
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View source: R/d11_changePvFullBondPrice.R
| changePvFullBondPrice | R Documentation |
Calculates estimated change in the Full Price of the Bond (in currency units) for a given Money Duration and a given change in the Yield-To-Maturity.
Description
Calculates estimated change in the Full Price of the Bond (in currency units) for a given Money Duration and a given change in the Yield-To-Maturity.
Usage
changePvFullBondPrice(moneyDuration, changeYtm)
Arguments
moneyDuration |
A number. |
changeYtm |
A number. |
Details
According to information provided by Adams and Smith (2019), the method changePvFullBondPrice() is developed to compute estimated change in the Full Price of the Bond (in currency units) for a given Money Duration and a given Change in the Yield-To-Maturity.
Value
Input values to two arguments moneyDuration and changeYtm.
Author(s)
MaheshP Kumar, maheshparamjitkumar@gmail.com
References
Adams,J.F. & Smith,D.J.(2019). Understanding Fixed‑Income Risk and Return. In CFA Program Curriculum 2020 Level I Volumes 1-6. (Vol. 5, pp. 237-299). Wiley Professional Development (P&T). ISBN 9781119593577, https://bookshelf.vitalsource.com/books/9781119593577
Examples
changePvFullBondPrice(moneyDuration=542.3638,changeYtm=0.01) changePvFullBondPrice(moneyDuration=542.3638,changeYtm=-0.01)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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