VaR_BondPriceChange: Generates a Price Path for a Bond that is used to calculate...
In CIAssetManagement/QuantTools: Some title
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
VaR_BondPriceChange(id, dates)
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/QuantTools documentation built on May 8, 2019, 3:41 p.m.
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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 | VaR_BondPriceChange(id, dates)
|
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
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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