View source: R/d10_computingMoneyDuration.R
moneyDuration | R Documentation |
Calculates Money Duration of a Bond.
moneyDuration(macDuration, ytm, pvFullBondPrice)
macDuration |
A number. |
ytm |
A number. |
pvFullBondPrice |
A number. |
According to information provided by Adams and Smith (2019), the method moneyDuration()
is developed to calculate Money Duration of a Bond.
Input values to three arguments macDuration
,ytm
and pvFullBondPrice
.
MaheshP Kumar, maheshparamjitkumar@gmail.com
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
moneyDuration(macDuration=7.0029,ytm=0.104,pvFullBondPrice=85.5031)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.