glennmschultz/BondLab: BondLab is a package for the analysis of fixed-income securities

The analysis of mortgage (MBS) and asset backed securities (ABS) is complex. The valuation framework requires the investor to develop interest rate, prepayment, and cash flow models. The valaution framework views MBS and ABS cash flow as a series of zero coupon bonds. BondLab is an R package providing a suite of software utilities for the analysis and valuation of Mortgage and Asset Backed securities.

Getting started

Package details

AuthorGlenn Schultz, CFA
MaintainerGlenn Schultz <[email protected]>
Licensefile LICENSE
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
glennmschultz/BondLab documentation built on Dec. 26, 2017, 10:22 p.m.