BondPrice | Price of a Bond |
Convexity | Convexity of a Bond |
fechas_inflacion | Dates for inflation |
get_bonds | Get Bonds |
get_contrato_returns | returns of the total valuation per contrato |
get_fondos | Fetch holdings data |
get_indices | Get Indices |
get_position | Fetch holdings data |
get_prices | Get Prices |
get_rates | Get Rates |
Grade2Number | Grade2Number |
Inflacion1 | Inflation rate over a given period of time |
Inflacion2 | Inflation rate within a given window for selected dates. |
MacaulayDuration | Macaulay Duration of a Bond |
ModifiedDuration | Modified Duration of a Bond |
Number2Grade | Number2Grade |
PortfolioConvexity | Convexity of a Bond Portfolio |
PortfolioDuration | Modified Duration of a Bond Portfolio |
PriceChange | Price Change of a Bond |
reexports | Objects exported from other packages |
RiskValues | Historical VaR and CVaR of a Security's Portfolio |
seq_Date | Sequence of Dates |
summarize_position | Summary statistics for holdings data |
VaR_BondPriceChange | Generates a Price Path for a Bond that is used to calculate... |
YTM | Yield to Maturity of a Bond |
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