PChg_BRbond: PChg_BRbond Function to compute percentage change in...

Description Usage Arguments

Description

PChg_BRbond Function to compute percentage change in Brazilian bond prices given a change in Yield to Maturity Note: it only computes changes for the current date

Usage

1
PChg_BRbond(type, .maturity, .YTM, .dYTM)

Arguments

type

String specifying which bond type. Currently accepted "NTNF", "NTNB", "NTNBc" and "LTN"

.maturity

Maturity of the Bond

.YTM

Current Yield to Maturity

.dYTM

Proposed change


claudiolucinda/FixedIncomeBR documentation built on May 23, 2019, 4:05 a.m.