Description Usage Arguments Value
Calculates the desired value given basic inputs. findDur_ClosedForm(), findMaxDur(), and findMaxMat are various closed-form approximations, whereas findDur and findMat are exact.
1 2 |
mat |
Maturity |
dur |
Duration |
i |
Interest rate |
market.rate |
Market rate under which to evaluate mat/dur |
f |
Frequency of coupon payments |
type |
For findDur: "modified" currently the only option. For findDur_ClosedForm: "pianca", "macaulay", or "hawawini" |
... |
Pass-alongs. |
Returns a numeric value with the maturity/duration as described
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