Description Usage Arguments Value
Calculates the Price Change of a Bond with the maturity date, calculation date, coupon rate, YTM of the Bond and Yield change
1 2 | PriceChange(mat, day, tcoupn, sobretasa, yield, period = 182,
cyield = 1e-04)
|
mat |
is the maturity date of the Bond |
day |
is the day in which the price is calculated |
tcoupn |
is the coupon rate of the bond (annualized) |
sobretasa |
is the spread of the coupon. |
yield |
is the Yield to Maturity of the Bond |
period |
is the time for every coupon payment |
cyield |
is the change in the yield, by default is set to 1 bps. |
the Price Change in the Bond
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.