CallableBond-class: Callable (and putable) corporate or government bond.

Description Details Fields Methods

Description

When a bond is emphcallable, the issuer may choose to pay the call price to the bond holder and end the life of the contract.

Details

When a bond is emphputable, the bond holder may choose to force the issuer pay the put price to the bond holder thus ending the life of the contract.

Fields

calls

A data.frame of details for each call. It should have the columns call_price and effective_time.

puts

A data.frame of details for each put. It should have the columns put_price and effective_time.

Methods

critical_times()

Important times in the life of this instrument for simulation and grid solvers


ragtop documentation built on May 29, 2017, 2:53 p.m.