create_maturities_matrix: Maturity Matrix Creation

Description Usage Arguments Value See Also Examples

View source: R/create_cf_m.R

Description

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.

Usage

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Arguments

group

static bond data set for a certain group of bonds.

include_price

if TRUE the dirty price is included (default: FALSE).

Value

The maturity matrix is returned.

See Also

create_cashflows_matrix

Examples

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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))

termstrc documentation built on May 29, 2017, 1:05 p.m.