computingBondPVBP: Calculates Price Value of a Basis Point (PVBP) for the Bond.

In bondAnalyst: Methods for Fixed-Income Valuation, Risk and Return

Calculates Price Value of a Basis Point (PVBP) for the Bond.

Description

Calculates Price Value of a Basis Point (PVBP) for the Bond.

Usage

computingBondPVBP(pvPlus, pvMinus)

Arguments

pvPlus	A number.
pvMinus	A number.

Details

According to information provided by Adams and Smith (2019), the method computingBondPVBP() is developed to compute Price Value of a Basis Point (PVBP) for the Bond.

Value

Input values to two arguments pvPlus and pvMinus.

Author(s)

MaheshP Kumar, [e-mail]

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

computingBondPVBP(pvPlus=100.594327,pvMinus=100.765123)

bondAnalyst documentation built on Aug. 13, 2022, 5:05 p.m.