price_bond: Price a coupon bond
In DavisVaughan/ratekit: A set of interest rate helpers
Description
Usage
Arguments
Details
Description
Price an n-period semi-annual coupon bond.
Usage
1
price_bond(n, c, M, y)
Arguments
n
The number of 6 month periods in the bond.
c
The annualized semi-annual coupon rate, as a decimal.
M
The maturity value of the bond.
y
The yield to maturity on the bond, as a decimal.
Details
Any of these variables can be a vector, and as long as the other variables
are either the same length, or length 1, you can calculate multiple bond
prices at once.
DavisVaughan/ratekit documentation built on May 5, 2019, 8:14 a.m.
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Description Usage Arguments Details
Description
Price an n-period semi-annual coupon bond.
Usage
1 | price_bond(n, c, M, y)
|
Arguments
n |
The number of 6 month periods in the bond. |
c |
The annualized semi-annual coupon rate, as a decimal. |
M |
The maturity value of the bond. |
y |
The yield to maturity on the bond, as a decimal. |
Details
Any of these variables can be a vector, and as long as the other variables are either the same length, or length 1, you can calculate multiple bond prices at once.
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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