bond_yields: Bond Yield Calculation
In changshun/termstrc: Zero-coupon Yield Curve Estimation

Description Usage Arguments Value See Also Examples

Function for the calculation of bond yields.

1	bond_yields(cashflows, m, searchint = c(-1, 1), tol = 1e-10)

`cashflows`	matrix with the cashflows of the bonds, including the current dirty price.
`m`	maturity matrix of the bonds
`searchint`	search interval for root finding.
`tol`	desired accuracy for function `uniroot`.

The function returns a matrix with the yields of the bonds and the associated maturities.

uniroot

data(govbonds)
cf_p <- create_cashflows_matrix(govbonds[[1]],include_price=TRUE)
m_p <- create_maturities_matrix(govbonds[[1]],include_price=TRUE)
bond_yields(cf_p,m_p)