calc_clean_px: Calculate Clean Price of a Bond
In Tsunamical28/mdpr: Municipal Data and Pricing

Description Usage Arguments Value See Also Examples

Given a bond or the necessary parameters to construct one, this will calculate the price of the bond excluding accrued interest. This is the price used in normal market quotes.

calc_clean_px(x, ...)

## Default S3 method:
calc_clean_px(maturity, settle, coupon, yield,
  conv = "30/360", freq = 2)

## S3 method for class 'bond'
calc_clean_px(b, settle, yield)

`maturity`	Maturity/Workout date
`settle`	Settlement Date
`coupon`	Annnual coupon amount
`yield`	Yield in percent (e.g. 5.0)
`conv`	Daycount convention (one of `"30/360"`, `"Act/Act"`, or `"Act/365"`)
`freq`	Coupon frequency (number of periods per year)
`b`	A `bond` object

Numeric value of the clean price and corresponding worst workout date if there are multiple sets of cashflows in the bond

Other pricing functions: acc_int; calc_dirty_px, calc_dirty_px.bond, calc_dirty_px.default; calc_dv01, calc_dv01.bond, calc_dv01.default, calc_risk, calc_risk.bond, calc_risk.default; calc_yield, calc_yield.bond, calc_yield.default; calc_ytm; discount_cfs_single; risk_cfs_single; yield_cfs_single

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calc_clean_px("2045-02-15", "2015-02-15", 4, 3, "Act/Act", 2)
b <- bond("2045-02-15", 2.5, "2015-02-17", "Act/Act", 2, 100, id = "ABCD")
calc_clean_px(b, "2015-05-15", 3)