findPV: Find present/future value given simple inputs

Description Usage Arguments Value

View source: R/core.R

Description

Find present/future value by calculating

Usage

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findPV(i, mat, market.rate, par = 1000, f = 0.5, fractional.method = "30/360")
findFV(P,i,t.elapsed,compound="continuous")

Arguments

i

Interest rate under which bond was purchased (the coupon rate)

mat

Maturity

market.rate

Market rate under which to evaluate value

P,par

Par value of bond

f

Frequency of coupon payments

fractional.method

Currently only 30/360 convention is used

t.elapsed

Time after which to find the future value

compound

Currently only option is "continuous" compounding

Value

Returns a numeric valuation


maRketSim documentation built on May 29, 2017, 10:54 p.m.