rate2zcp: Zero Coupon Price
In ArnaudBu/esg2: Esg Based on a G2++ Model
Description
Usage
Arguments
Value
Examples
Description
rate2zcp computes the price of a zero coupon bond for given maturities and rates.
Usage
1
rate2zcp(mat, rate, method = "continuous")
Arguments
mat
Vector. Maturities of the bound.
rate
Vector. Panel of rates for which the price is to be computed.
method
Character. Computation method:
"continuous": continuous rate. Default value.
"actuarial": actuarial rate.
"libor": libor rate.
Value
The zero coupon prices associated to the maturity.
Examples
1
rate2zcp(1, 0.01, "continuous")
ArnaudBu/esg2 documentation built on Oct. 20, 2021, 10:01 a.m.
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Description Usage Arguments Value Examples
Description
rate2zcp computes the price of a zero coupon bond for given maturities and rates.
Usage
1 | rate2zcp(mat, rate, method = "continuous")
|
Arguments
mat |
Vector. Maturities of the bound. |
rate |
Vector. Panel of rates for which the price is to be computed. |
method |
Character. Computation method:
|
Value
The zero coupon prices associated to the maturity.
Examples
1 | rate2zcp(1, 0.01, "continuous")
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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