PortfolioConvexity: Convexity of a Bond Portfolio

Description Usage Arguments Value

View source: R/fixedincome.R

Description

Calculates the Convexity of a Bond portfolio with the id's of the instruments and it's weights on the portfolio.

Usage

1
PortfolioConvexity(date = Sys.Date() - 1, instruments, weight)

Arguments

date

is the date in which the Portfolio Convexity is going to be calculated.

instruments

is an array containing the instrument's id.

weight

is an array containing the instrument's weights in the portfolio.

Value

Convexity of the Portfolio.


CIAssetManagement/FundTools documentation built on Feb. 4, 2018, 8:04 a.m.