YTM_BRbond: Function for finding the YTM for Brazilian Debt Instruments

Description Usage Arguments Value

Description

Function for finding the YTM for Brazilian Debt Instruments

Usage

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YTM_BRbond(dataEval = NULL, maturity, coupon_rate = NULL, VF, PU,
  months_coupon)

Arguments

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.

PU

PU.

months_coupon

Number of months between each coupon. If coupon is NULL, not used.

Value

Bond Price.


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