Description Usage Arguments Value See Also Examples
Creates a matrix of maturities for a specified group of bonds for a static bond data set. The number of rows is the number of cashflows for the bond with the longest maturity.
1 | create_maturities_matrix(group, include_price = FALSE)
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group |
static bond data set for a certain group of bonds. |
include_price |
if |
The maturity matrix is returned.
1 2 3 4 5 6 | data(govbonds)
(m <- create_maturities_matrix(govbonds[[1]]))
## maturities matrix with included maturity of the current
## dirty price, i.e., zero.
(m_p <- create_maturities_matrix(govbonds[[1]],include_price=TRUE))
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