Man pages for Nyeley/dmdl2
Duration gap analysis

changeComputes the aggregate change in assets or liabilities, due...
deltaEComputes the change in equity
differenceEComputes the change in equity
durationComputes the duration of assets or liabilities
LADGComputes the leverage adjusted duration gap
Nyeley/dmdl2 documentation built on May 14, 2019, 12:51 a.m.