calc_dirty_px: Calculate Dirty 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 including accrued interest. This price is used in yield calculations and other functions that require the "full" or "dirty" price.

calc_dirty_px(x, ...)

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

## S3 method for class 'bond'
calc_dirty_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_clean_px, calc_clean_px.bond, calc_clean_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_dirty_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_dirty_px(b, "2015-05-15", 3)