zero_bond_price_factory: Calculate zero coupon bond prices from spot rates
In DavisVaughan/ratekit: A set of interest rate helpers
Description
Given a spot rate function taking a single argument, n, create a function for calculating
n-year zero coupon bond prices.
Usage
1
zero_bond_price_factory(spot_rate_fn)
DavisVaughan/ratekit documentation built on May 5, 2019, 8:14 a.m.
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Description
Given a spot rate function taking a single argument, n, create a function for calculating
n-year zero coupon bond prices.
Usage
1 | zero_bond_price_factory(spot_rate_fn)
|
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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