glennmschultz/BondLab: BondLab is a package for the analysis of fixed-income securities
The analysis of fixed income, mortgage (MBS) and asset backed (ABS) 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. Bond Lab is an R package providing a suite of software utilities for the analysis and valuation of Fixed Income, Mortgage, and Asset Backed securities.
Getting started
Browse package contents
Package details |
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| Author | Glenn Schultz, CFA |
| Maintainer | Glenn Schultz <glennmschultz@me.com> |
| License | GPL-3 |
| Version | 0.0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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