estimatedPercentChangePVFullPrice: Calculates the percentage change in Full Price of the Bond...
In bondAnalyst: Methods for Fixed-Income Valuation, Risk and Return
View source: R/d06_percentChangePVFullPrice.R
estimatedPercentChangePVFullPrice R Documentation
Calculates the percentage change in Full Price of the Bond for a given a change in its Yield-To-Maturity and Modified Duration statistic.
Description
Calculates the percentage change in Full Price of the Bond for a given a change in its Yield-To-Maturity and Modified Duration statistic.
Usage
estimatedPercentChangePVFullPrice(annualModifDuration, changeInAnnualYtm)
Arguments
annualModifDuration
A number.
changeInAnnualYtm
A number.
Details
According to information provided by Adams and Smith (2019), the method estimatedPercentChangePVFullPrice() is developed to calculate the percentage change in Full Price of the Bond for a given a change in its Yield-To-Maturity and Modified Duration statistic.
Value
Input values to two arguments annualModifDuration and changeInAnnualYtm.
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
estimatedPercentChangePVFullPrice(annualModifDuration=6.126829,changeInAnnualYtm=0.01)
estimatedPercentChangePVFullPrice(annualModifDuration=6.3432,changeInAnnualYtm=-0.01)
bondAnalyst documentation built on Aug. 13, 2022, 5:05 p.m.
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View source: R/d06_percentChangePVFullPrice.R
| estimatedPercentChangePVFullPrice | R Documentation |
Calculates the percentage change in Full Price of the Bond for a given a change in its Yield-To-Maturity and Modified Duration statistic.
Description
Calculates the percentage change in Full Price of the Bond for a given a change in its Yield-To-Maturity and Modified Duration statistic.
Usage
estimatedPercentChangePVFullPrice(annualModifDuration, changeInAnnualYtm)
Arguments
annualModifDuration |
A number. |
changeInAnnualYtm |
A number. |
Details
According to information provided by Adams and Smith (2019), the method estimatedPercentChangePVFullPrice() is developed to calculate the percentage change in Full Price of the Bond for a given a change in its Yield-To-Maturity and Modified Duration statistic.
Value
Input values to two arguments annualModifDuration and changeInAnnualYtm.
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
estimatedPercentChangePVFullPrice(annualModifDuration=6.126829,changeInAnnualYtm=0.01) estimatedPercentChangePVFullPrice(annualModifDuration=6.3432,changeInAnnualYtm=-0.01)
R Package Documentation
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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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