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

Global functions
.onAttach Source code
Accrued Man page
Accrued,BondCashFlows-method Man page
Accrued,MortgageCashFlow-method Man page
ActFactor Man page Source code
ActualFactor Man page Source code
AddMonths Man page Source code
AmortizationTerm Man page
AmortizationTerm,MBSDetails-method Man page
AmortizationType Man page
AmortizationType,MBSDetails-method Man page
BalloonDate Man page
BalloonDate,MBSDetails-method Man page
BalloonPmt Man page
BalloonPmt,MBSDetails-method Man page
BeginningBal Man page
BeginningBal,MortgageCashFlow-method Man page
BenchMark Man page
BenchMark,CurveSpreads-method Man page
BillCashFlows Man page Source code
BillCashFlows-class Man page
BillDetails Man page Source code
BillDetails-class Man page
BillPriceToYield Man page Source code
BillType Man page
BillType,BillDetails-method Man page
BillYieldToPrice Man page Source code
Bond Man page Source code
BondBasis Man page
BondBasis,BillDetails-method Man page
BondBasis,BondDetails-method Man page
BondBasis,MBSDetails-method Man page
BondBasisConversion Man page Source code
BondCashFlows Man page
BondCashFlows-class Man page
BondDetails Man page Source code
BondDetails-class Man page
BondEffectiveConvexity Man page Source code
BondEffectiveDuration Man page Source code
BondEffectiveMeasure Man page Source code
BondLab - package Man page
BondLabRating Man page
BondLabRating,BillDetails-method Man page
BondLabRating,BondDetails-method Man page
BondLabRating,MBSDetails-method Man page
BondLabSetUp Man page Source code
BondReturn-class Man page
BondScenario Man page Source code
BondScenario-class Man page
BondTermStructure Man page Source code
BondTermStructure-class Man page
BondType Man page
BondType,BondDetails-method Man page
BondType,MBSDetails-method Man page
Bterm Man page Source code
BurnOut Man page
BurnOut,MBSDetails-method Man page
CDR.To.MDR Man page Source code
CPR.To.SMM Man page Source code
CPRLife Man page
CPRLife,ModelToCPR-method Man page
Callable Man page
Callable,BondDetails-method Man page
CashFlowBill Man page Source code
CashFlowBond Man page Source code
CashFlowEngine Man page
Convexity Man page
Convexity,BillCashFlows-method Man page
Convexity,BondCashFlows-method Man page
Convexity,MortgageCashFlow-method Man page
Coupon Man page
Coupon,BondDetails-method Man page
Coupon,BondTermStructure-method Man page
Coupon,MBSDetails-method Man page
Coupon,MortgageOAS-method Man page
Coupon,MortgageTermStructure-method Man page
CouponBasis Man page
CouponBasis,CouponTypes-method Man page
CouponBasis<- Man page
CouponBasis<-,CouponTypes-method Man page
CouponDecimal Man page
CouponDecimal,CouponTypes-method Man page
CouponDecimal<- Man page
CouponDecimal<-,CouponTypes-method Man page
CouponDecimalString Man page
CouponDecimalString,CouponTypes-method Man page
CouponDecimalString<- Man page
CouponDecimalString<-,CouponTypes-method Man page
CouponIncome Man page
CouponIncome,BondReturn-method Man page
CouponIncome,MortgageReturn-method Man page
CouponPmt Man page
CouponPmt,BondCashFlows-method Man page
CouponTypes Man page Source code
CouponTypes-class Man page
CreateCashFlowMatrix Man page Source code
CreateMaturitiesMatrix Man page Source code
CurrentBal Man page
CurrentBal,MBSDetails-method Man page
CurrentBal<- Man page
CurrentBal<-,MBSDetails-method Man page
CurveSpreads Man page Source code
CurveSpreads-class Man page
Cusip Man page
Cusip,BillDetails-method Man page
Cusip,BondDetails-method Man page
Cusip,BondTermStructure-method Man page
Cusip,MBSDetails-method Man page
Cusip,MortgageOAS-method Man page
Cusip,MortgageTermStructure-method Man page
DatedDate Man page
DatedDate,BillDetails-method Man page
DatedDate,BondDetails-method Man page
DatedDate,MBSDetails-method Man page
DecimalSet Man page Source code
DefaultedPrin Man page
DefaultedPrin,MortgageCashFlow-method Man page
DiscRate Man page
DiscRate,TermStructure-method Man page
DiscRate<- Man page
DiscRate<-,TermStructure-method Man page
Discount Man page
Discount,BillCashFlows-method Man page
DiscountBasis Man page
DiscountBasis,DiscountTypes-method Man page
DiscountBasis<- Man page
DiscountBasis<-,DiscountTypes-method Man page
DiscountDecimal Man page
DiscountDecimal,DiscountTypes-method Man page
DiscountDecimal<- Man page
DiscountDecimal<-,DiscountTypes-method Man page
DiscountDecimalString Man page
DiscountDecimalString,DiscountTypes-method Man page
DiscountDecimalString<- Man page
DiscountDecimalString<-,DiscountTypes-method Man page
DiscountTypes Man page Source code
DiscountTypes-class Man page
DollarRoll Man page Source code
EffConvexity Man page
EffConvexity,BondTermStructure-method Man page
EffConvexity,MortgageEffectiveMeasures-method Man page
EffConvexity,MortgageTermStructure-method Man page
EffDuration Man page
EffDuration,BondTermStructure-method Man page
EffDuration,MortgageEffectiveMeasures-method Man page
EffDuration,MortgageTermStructure-method Man page
EndingBalance Man page
EndingBalance,MortgageCashFlow-method Man page
ErrorTrap Source code
EstimYTM Man page Source code
FinalPmtDate Man page
FinalPmtDate,MBSDetails-method Man page
FinalPmtDate,PrepaymentModel-method Man page
FindSpotSpread Source code
FirstPmtDate Man page
FirstPmtDate,MBSDetails-method Man page
FirstPmtDate,PrepaymentModel-method Man page
FirstPrinPaymentDate Man page
FirstPrinPaymentDate,MBSDetails-method Man page
Forward.Rate Man page Source code
ForwardDate Man page
ForwardDate,TermStructure-method Man page
ForwardDate<- Man page
ForwardDate<-,TermStructure-method Man page
ForwardRate Man page
ForwardRate,TermStructure-method Man page
ForwardRate<- Man page
ForwardRate<-,TermStructure-method Man page
Frequency Man page
Frequency,BondDetails-method Man page
Frequency,MBSDetails-method Man page
GFeeBasis Man page
GFeeBasis,GFeeTypes-method Man page
GFeeBasis<- Man page
GFeeBasis<-,GFeeTypes-method Man page
GFeeDecimal Man page
GFeeDecimal,GFeeTypes-method Man page
GFeeDecimal<- Man page
GFeeDecimal<-,GFeeTypes-method Man page
GFeeDecimalString Man page
GFeeDecimalString,GFeeTypes-method Man page
GFeeDecimalString<- Man page
GFeeDecimalString<-,GFeeTypes-method Man page
GFeePremium Man page
GFeePremium,MBSDetails-method Man page
GFeePremium,MortgageCashFlow-method Man page
GFeeTypes Man page Source code
GFeeTypes-class Man page
GWac Man page
GWac,MBSDetails-method Man page
GWacBasis Man page
GWacBasis,GWacTypes-method Man page
GWacBasis<- Man page
GWacBasis<-,GWacTypes-method Man page
GWacDecimal Man page
GWacDecimal,GWacTypes-method Man page
GWacDecimal<- Man page
GWacDecimal<-,GWacTypes-method Man page
GWacDecimalString Man page
GWacDecimalString,GWacTypes-method Man page
GWacDecimalString<- Man page
GWacDecimalString<-,GWacTypes-method Man page
GWacTypes Man page Source code
GWacTypes-class Man page
HorizonCurrBal Man page
HorizonCurrBal,BondReturn-method Man page
HorizonCurrBal,MortgageReturn-method Man page
HorizonCurve Man page
HorizonCurve,ScenarioCurve-method Man page
HorizonCurveShift Man page Source code
HorizonMos Man page
HorizonMos,BondReturn-method Man page
HorizonMos,MortgageReturn-method Man page
HorizonPrice Man page
HorizonPrice,BondReturn-method Man page
HorizonPrice,MortgageReturn-method Man page
HorizonReturn Man page
HorizonReturn,BondReturn-method Man page
HorizonReturn,MortgageReturn-method Man page
HorizonTermStrc Man page
HorizonTermStrc,ScenarioCurve-method Man page
HullWhite Man page Source code
ID Man page
ID,BillDetails-method Man page
ID,BondDetails-method Man page
ID,MBSDetails-method Man page
Incentive Man page
Incentive,PrepaymentModel-method Man page
Index Man page
Index,MBSDetails-method Man page
InitialInterest Man page
InitialInterest,MBSDetails-method Man page
InterestOnlyPeriod Man page
InterestOnlyPeriod,MBSDetails-method Man page
IssueDate Man page
IssueDate,BillDetails-method Man page
IssueDate,BondDetails-method Man page
IssueDate,MBSDetails-method Man page
IssueDiscountRate Man page
IssueDiscountRate,BillDetails-method Man page
Issuer Man page
Issuer,BillDetails-method Man page
Issuer,BondDetails-method Man page
Issuer,BondTermStructure-method Man page
Issuer,MBSDetails-method Man page
Issuer,MortgageOAS-method Man page
Issuer,MortgageTermStructure-method Man page
KeyRateConvexity Man page
KeyRateConvexity,BondTermStructure-method Man page
KeyRateConvexity,MortgageTermStructure-method Man page
KeyRateDuration Man page
KeyRateDuration,BondTermStructure-method Man page
KeyRateDuration,MortgageTermStructure-method Man page
KeyRateTenor Man page
KeyRateTenor,BondTermStructure-method Man page
KeyRateTenor,MortgageTermStructure-method Man page
LastPmtDate Man page
LastPmtDate,BondDetails-method Man page
LastPmtDate,MBSDetails-method Man page
LastPmtDate,PrepaymentModel-method Man page
LastPmtDate<- Man page
LastPmtDate<-,BondDetails-method Man page
LastPmtDate<-,MBSDetails-method Man page
LastandNextPmtDate Man page Source code
LoanAge Man page
LoanAge,PrepaymentModel-method Man page
LossAmount Man page
LossAmount,MortgageCashFlow-method Man page
MBS Man page Source code
MBSDetails Man page Source code
MBSDetails-class Man page
MBSFactor Man page
MBSFactor,MBSDetails-method Man page
MBSFactor<- Man page
MBSFactor<-,MBSDetails-method Man page
MDR Man page
MDR,PrepaymentModel-method Man page
MDR<- Man page
MDR<-,PrepaymentModel-method Man page
Margin Man page
Margin,MBSDetails-method Man page
Maturity Man page
Maturity,BillDetails-method Man page
Maturity,BondDetails-method Man page
Maturity,MBSDetails-method Man page
ModDuration Man page
ModDuration,BillCashFlows-method Man page
ModDuration,BondCashFlows-method Man page
ModDuration,MortgageCashFlow-method Man page
Model Man page
Model,MBSDetails-method Man page
ModelToCPR Man page Source code
ModelToCPR-class Man page
ModelTune Man page Source code
MonthlyInterest Man page
MonthlyInterest,MortgageCashFlow-method Man page
MonthlyPmt Man page
MonthlyPmt,MortgageCashFlow-method Man page
MoodyRating Man page
MoodyRating,BillDetails-method Man page
MoodyRating,BondDetails-method Man page
MoodyRating,MBSDetails-method Man page
Mortgage.Monthly.Payment Man page Source code
MortgageCashFlow Man page Source code
MortgageCashFlow-class Man page
MortgageEffectiveMeasures Man page Source code
MortgageEffectiveMeasures-class Man page
MortgageOAS-class Man page
MortgageRate Man page Source code
MortgageRate-class Man page
MortgageReturn-class Man page
MortgageScenario Man page Source code
MortgageScenario-class Man page
MortgageTermStructure-class Man page
MtgRateFwd Man page
MtgRateFwd,PrepaymentModel-method Man page
MtgTermStructure Man page Source code
Name Man page
Name,Scenario-method Man page
NextPmtDate Man page
NextPmtDate,BondDetails-method Man page
NextPmtDate,MBSDetails-method Man page
NextPmtDate<- Man page
NextPmtDate<-,BondDetails-method Man page
NextPmtDate<-,MBSDetails-method Man page
NoteRate Man page
NoteRate,PrepaymentModel-method Man page
OAC Man page
OAC,MortgageOAS-method Man page
OAD Man page
OAD,MortgageOAS-method Man page
OAS Man page
OAS,MortgageOAS-method Man page
OfferAmount Man page
OfferAmount,BillDetails-method Man page
OfferAmount,BondDetails-method Man page
OrigLTV Man page
OrigLTV,MBSDetails-method Man page
OrigLoanBal Man page
OrigLoanBal,MBSDetails-method Man page
OriginalBal Man page
OriginalBal,MBSDetails-method Man page
PMI Man page
PMI,MBSDetails-method Man page
PMIBasis Man page
PMIBasis,PMITypes-method Man page
PMIBasis<- Man page
PMIBasis<-,PMITypes-method Man page
PMIDecimal Man page
PMIDecimal,PMITypes-method Man page
PMIDecimal<- Man page
PMIDecimal<-,PMITypes-method Man page
PMIDecimalString Man page
PMIDecimalString,PMITypes-method Man page
PMIDecimalString<- Man page
PMIDecimalString<-,PMITypes-method Man page
PMIPremium Man page
PMIPremium,MortgageCashFlow-method Man page
PMITypes Man page Source code
PMITypes-class Man page
PPC.Ramp Man page Source code
PPCEnd Man page
PPCEnd,PrepaymentModel-method Man page
PPCSeasoning Man page
PPCSeasoning,PrepaymentModel-method Man page
PPCStart Man page
PPCStart,PrepaymentModel-method Man page
PassThroughInterest Man page
PassThroughInterest,MortgageCashFlow-method Man page
PaymentDate Man page Source code
PaymentDelay Man page
PaymentDelay,MBSDetails-method Man page
Period Man page
Period,BillCashFlows-method Man page
Period,BondCashFlows-method Man page
Period,MortgageCashFlow-method Man page
Period,PrepaymentModel-method Man page
Period,TermStructure-method Man page
Period<- Man page
Period<-,TermStructure-method Man page
PlotOAS Man page
PmtDate Man page
PmtDate,BillCashFlows-method Man page
PmtDate,BondCashFlows-method Man page
PmtDate,MortgageCashFlow-method Man page
PmtDate,PrepaymentModel-method Man page
PrepaidPrin Man page
PrepaidPrin,MortgageCashFlow-method Man page
PrepaidPrinReceived Man page
PrepaidPrinReceived,MortgageReturn-method Man page
PrepaymentAssumption Man page
PrepaymentAssumption,PrepaymentModel-method Man page
PrepaymentModel Man page Source code
PrepaymentModel-class Man page
PrepaymentScenario Man page
PrepaymentScenario,PriceYieldScenarioSet-method Man page
PrepaymentType Man page
PrepaymentType,PriceYieldScenarioSet-method Man page
Price Man page
Price,BillCashFlows-method Man page
Price,BondCashFlows-method Man page
Price,MortgageCashFlow-method Man page
Price32nds Man page
Price32nds,PriceTypes-method Man page
Price32nds<- Man page
Price32nds<-,PriceTypes-method Man page
PriceBasis Man page
PriceBasis,PriceTypes-method Man page
PriceBasis<- Man page
PriceBasis<-,PriceTypes-method Man page
PriceDecimal Man page
PriceDecimal,PriceTypes-method Man page
PriceDecimal<- Man page
PriceDecimal<-,PriceTypes-method Man page
PriceDecimalString Man page
PriceDecimalString,PriceTypes-method Man page
PriceDecimalString<- Man page
PriceDecimalString<-,PriceTypes-method Man page
PriceTypes Man page Source code
PriceTypes-class Man page
PriceYieldScenario Man page
PriceYieldScenario,PriceYieldScenarioSet-method Man page
PriceYieldScenarioSet Man page Source code
PriceYieldScenarioSet-class Man page
PrincipalOutstanding Man page
PrincipalOutstanding,BillCashFlows-method Man page
PrincipalOutstanding,BondCashFlows-method Man page
PrincipalPmtDate Man page Source code
PrincipalReceived Man page
PrincipalReceived,BondReturn-method Man page
ProjectMortgageRate Man page Source code
Putable Man page
Putable,BondDetails-method Man page
RDMEFactor Man page Source code
REMICDeal Man page Source code
REMICGroupConn Man page Source code
REMICSchedules Man page Source code
REMICWaterFall Man page Source code
RateScenario Source code
ReadRAID Man page Source code
RecoveredAmount Man page
RecoveredAmount,MortgageCashFlow-method Man page
ReinvestmentIncome Man page
ReinvestmentIncome,BondReturn-method Man page
ReinvestmentIncome,MortgageReturn-method Man page
Remain.Balance Man page Source code
SATO Man page
SATO,MBSDetails-method Man page
SMM Man page
SMM,PrepaymentModel-method Man page
SMM.To.CPR Man page Source code
SMM<- Man page
SMM<-,PrepaymentModel-method Man page
SMMVector.To.CPR Man page Source code
SPRating Man page
SPRating,BillDetails-method Man page
SPRating,BondDetails-method Man page
SPRating,MBSDetails-method Man page
SaveCollGroup Man page Source code
SaveRAID Man page Source code
SaveRDME Man page Source code
SaveREMIC Man page Source code
SaveScenario Man page Source code
SaveSchedules Man page Source code
SaveTranche Man page Source code
SaveTranches Man page Source code
Scenario Man page Source code
Scenario-class Man page
ScenarioCall Man page Source code
ScenarioCurve-class Man page
ScenarioFormula Man page
ScenarioFormula,Scenario-method Man page
ScenarioHorizonMos Man page
ScenarioHorizonMos,ScenarioCurve-method Man page
Sched.Prin Man page Source code
ScheduledPrin Man page
ScheduledPrin,MortgageCashFlow-method Man page
ScheduledPrinReceived Man page
ScheduledPrinReceived,MortgageReturn-method Man page
Sector Man page
Sector,BillDetails-method Man page
Sector,BondDetails-method Man page
Sector,MBSDetails-method Man page
Servicing Man page
Servicing,MBSDetails-method Man page
ServicingFeeBasis Man page
ServicingFeeBasis,ServicingFeeTypes-method Man page
ServicingFeeBasis<- Man page
ServicingFeeBasis<-,ServicingFeeTypes-method Man page
ServicingFeeDecimal Man page
ServicingFeeDecimal,ServicingFeeTypes-method Man page
ServicingFeeDecimal<- Man page
ServicingFeeDecimal<-,ServicingFeeTypes-method Man page
ServicingFeeDecimalString Man page
ServicingFeeDecimalString,ServicingFeeTypes-method Man page
ServicingFeeDecimalString<- Man page
ServicingFeeDecimalString<-,ServicingFeeTypes-method Man page
ServicingFeeTypes Man page Source code
ServicingFeeTypes-class Man page
ServicingIncome Man page
ServicingIncome,MortgageCashFlow-method Man page
Severity Man page
Severity,PrepaymentModel-method Man page
ShiftType Man page
ShiftType,Scenario-method Man page
Shiftbps Man page
Shiftbps,Scenario-method Man page
SinkingFund Man page
SinkingFund,BondDetails-method Man page
SolveSpotSpread Man page Source code
SplitFloaterInverse Man page Source code
SpotRate Man page
SpotRate,TermStructure-method Man page
SpotRate<- Man page
SpotRate<-,TermStructure-method Man page
SpreadBasis Man page
SpreadBasis,SpreadTypes-method Man page
SpreadBasis<- Man page
SpreadBasis<-,SpreadTypes-method Man page
SpreadDecimal Man page
SpreadDecimal,SpreadTypes-method Man page
SpreadDecimal<- Man page
SpreadDecimal<-,SpreadTypes-method Man page
SpreadDecimalString Man page
SpreadDecimalString,SpreadTypes-method Man page
SpreadDecimalString<- Man page
SpreadDecimalString<-,SpreadTypes-method Man page
SpreadToBenchmark Man page
SpreadToBenchmark,CurveSpreads-method Man page
SpreadToCurve Man page
SpreadToCurve,CurveSpreads-method Man page
SpreadToPriceBond Man page Source code
SpreadToPriceMBS Man page Source code
SpreadTypes Man page Source code
SpreadTypes-class Man page
Spreads Man page
Spreads,MortgageOAS-method Man page
StartCurve Man page
StartCurve,ScenarioCurve-method Man page
StartTermStrc Man page
StartTermStrc,ScenarioCurve-method Man page
SubtractMonths Man page Source code
TenYearForward Man page
TenYearForward,TermStructure-method Man page
TenYearForward<- Man page
TenYearForward<-,TermStructure-method Man page
Term Man page
Term,BondTermStructure-method Man page
Term,MBSDetails-method Man page
Term,MortgageOAS-method Man page
Term,MortgageTermStructure-method Man page
TermStructure Man page Source code
TermStructure-class Man page
TimePeriod Man page
TimePeriod,BillCashFlows-method Man page
TimePeriod,BondCashFlows-method Man page
TimePeriod,MortgageCashFlow-method Man page
TimePeriod,TermStructure-method Man page
TimePeriod<- Man page
TimePeriod<-,TermStructure-method Man page
TimeValue Man page Source code
TotalCashFlow Man page
TotalCashFlow,BillCashFlows-method Man page
TotalCashFlow,BondCashFlows-method Man page
TotalCashFlow,MortgageCashFlow-method Man page
TradeDate Man page
TradeDate,TermStructure-method Man page
TradeDate<- Man page
TradeDate<-,TermStructure-method Man page
TwoYearForward Man page
TwoYearForward,TermStructure-method Man page
TwoYearForward<- Man page
TwoYearForward<-,TermStructure-method Man page
Type Man page
Type,Scenario-method Man page
Underwriter Man page
Underwriter,BillDetails-method Man page
Underwriter,BondDetails-method Man page
Underwriter,MBSDetails-method Man page
ValidPriceYieldScenarioSet Man page Source code
WAL Man page
WAL,BillCashFlows-method Man page
WAL,BondCashFlows-method Man page
WAL,MortgageCashFlow-method Man page
WALA Man page
WALA,MBSDetails-method Man page
WALA<- Man page
WALA<-,MBSDetails-method Man page
WAM Man page
WAM,MBSDetails-method Man page
WAM<- Man page
WAM<-,MBSDetails-method Man page
YieldBasis Man page
YieldBasis,YieldTypes-method Man page
YieldBasis<- Man page
YieldBasis<-,YieldTypes-method Man page
YieldDecimal Man page
YieldDecimal,YieldTypes-method Man page
YieldDecimal<- Man page
YieldDecimal<-,YieldTypes-method Man page
YieldDecimalString Man page
YieldDecimalString,YieldTypes-method Man page
YieldDecimalString<- Man page
YieldDecimalString<-,YieldTypes-method Man page
YieldToMaturity Man page
YieldToMaturity,BillCashFlows-method Man page
YieldToMaturity,BondCashFlows-method Man page
YieldToMaturity,MortgageCashFlow-method Man page
YieldTypes Man page Source code
YieldTypes-class Man page
ZVSpreadToPriceBond Man page Source code
ZVSpreadToPriceMBS Man page Source code
ZeroBondPrice Man page Source code
ZeroVolSpread Man page
ZeroVolSpread,CurveSpreads-method Man page
ZeroVolSpread,MortgageOAS-method Man page
bondprice Man page Source code
is.leapyear Man page Source code
plotkrc Man page
plotkrc,MortgageTermStructure-method Man page
plotkrd Man page
plotkrd,MortgageTermStructure-method Man page
glennmschultz/BondLab documentation built on May 11, 2021, 5:29 p.m.