VaR_BondPriceChange: Generates a Price Path for a Bond that is used to calculate...

Description Usage Arguments Value

Description

Calculates the price of a Bond with the maturity date, calculation date, coupon rate and YTM of the Bond

Usage

1

Arguments

id

is the id for which the path is constructed.

dates

is a vector of dates for the path.

Value

the price of the Bond at the calculation date


CIAssetManagement/FundTools documentation built on May 3, 2019, 4:30 p.m.