Description Usage Arguments Value
Function for generating Duration and Convexity for Brazilian Debt Instruments
1 2 | DurConv_BRbond(dataEval = NULL, maturity, coupon_rate = NULL, VF, YTM,
months_coupon)
|
dataEval |
Date in which the bond is to be priced. If NULL, the price is for the current date. |
maturity |
Maturity date. |
coupon_rate |
Coupon Rate. When NULL, it returns the price of a zero coupon. |
VF |
Face value of the bond. |
YTM |
Yield to Maturity. |
months_coupon |
Number of months between each coupon. If coupon is NULL, not used. |
Bond Price.
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