Files in glennmschultz/BondLab
BondLab is a package for the analysis of fixed-income securities
.RData
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.gitignore
.travis.yml
BondLab.Rproj
CODE_OF_CONDUCT.md
DESCRIPTION
NAMESPACE
R/.Rapp.history
R/BillCashFlows.R
R/BillDetails.R
R/BondBasis.R
R/BondCashFlows.R
R/BondDetails.R
R/BondFunctions.R
R/BondLab.R
R/BondLabSetUp.R
R/BondScenario.R
R/BondTermStructure.R
R/CashFlowEngine.R
R/CashFlowMatrix.R
R/ConnectionFunctions.R
R/CouponTypes.R
R/CurveSpreads.R
R/DiscountToPrice.R
R/DiscountTypes.R
R/DollarRoll.R
R/ErrorTrap.R
R/GFeeTypes.R
R/GWacTypes.R
R/HullWhite.R
R/MBSDetails.R
R/ModelToCPR.R
R/MortgageCashFlow.R
R/MortgageEffectiveMeasures.R
R/MortgageFunctions.R
R/MortgageKeyRate.R
R/MortgageOAS.R
R/MortgageRateFunctions.R
R/MortgageScenario.R
R/PMITypes.R
R/PaymentDateFunctions.R
R/PrepaymentModel.R
R/PriceTypes.R
R/PrincipalPmtDateCalcs.R
R/ScenarioConstructor.R
R/ServicingFeeTypes.R
R/SpreadToPriceFunctions.R
R/SpreadTypes.R
R/StructuringFunctions.R
R/TermStructure.R
R/TimeValueFunction.R
R/YieldTypes.R
R/zzz.R
README.md
_config.yml
index.md
inst/BondData/.Rapp.history
inst/BondData/BondData
inst/BondData/BondlabBondData.txt
inst/BondData/MBSData
inst/COPYRIGHT
inst/PrepaymentModel/.Rapp.history
inst/PrepaymentModel/BondlabPrepaymentModel.txt
inst/RatesData/.Rapp.history
inst/RatesData/2013-01-15.rds
inst/RatesData/2017-05-19.rds
inst/RatesData/BondLabRateData.txt
inst/RatesData/Today.csv
inst/Scenario/.Rapp.history
inst/Scenario/D100.rds
inst/Scenario/D100s.rds
inst/Scenario/D125.rds
inst/Scenario/D125s.rds
inst/Scenario/D150.rds
inst/Scenario/D150s.rds
inst/Scenario/D175.rds
inst/Scenario/D175s.rds
inst/Scenario/D200.rds
inst/Scenario/D200s.rds
inst/Scenario/D225.rds
inst/Scenario/D225s.rds
inst/Scenario/D25.rds
inst/Scenario/D250.rds
inst/Scenario/D250s.rds
inst/Scenario/D25s.rds
inst/Scenario/D275.rds
inst/Scenario/D275s.rds
inst/Scenario/D300.rds
inst/Scenario/D300s.rds
inst/Scenario/D50.rds
inst/Scenario/D50s.rds
inst/Scenario/D75.rds
inst/Scenario/D75s.rds
inst/Scenario/F50.rds
inst/Scenario/NC.rds
inst/Scenario/NCs.rds
inst/Scenario/S50.rds
inst/Scenario/Scenario_SpotCurve
inst/Scenario/Scenario_YieldCurve
inst/Scenario/U100.rds
inst/Scenario/U100s.rds
inst/Scenario/U125.rds
inst/Scenario/U125s.rds
inst/Scenario/U150.rds
inst/Scenario/U150s.rds
inst/Scenario/U175.rds
inst/Scenario/U175s.rds
inst/Scenario/U200.rds
inst/Scenario/U200s.rds
inst/Scenario/U225.rds
inst/Scenario/U225s.rds
inst/Scenario/U25.rds
inst/Scenario/U250.rds
inst/Scenario/U250s.rds
inst/Scenario/U25s.rds
inst/Scenario/U275.rds
inst/Scenario/U275s.rds
inst/Scenario/U300.rds
inst/Scenario/U300s.rds
inst/Scenario/U50.rds
inst/Scenario/U50s.rds
inst/Scenario/U75.rds
inst/Scenario/U75s.rds
inst/framework.eps
man/.Rapp.history
man/Accrued-BondCashFlows-method.Rd
man/Accrued-MortgageCashFlow-method.Rd
man/Accrued.Rd
man/ActFactor.Rd
man/ActualFactor.Rd
man/AddMonths.Rd
man/AmortizationTerm-MBSDetails-method.Rd
man/AmortizationTerm.Rd
man/AmortizationType-MBSDetails-method.Rd
man/AmortizationType.Rd
man/BalloonDate-MBSDetails-method.Rd
man/BalloonDate.Rd
man/BalloonPmt-MBSDetails-method.Rd
man/BalloonPmt.Rd
man/BeginningBal-MortgageCashFlow-method.Rd
man/BeginningBal.Rd
man/BenchMark-CurveSpreads-method.Rd
man/BenchMark.Rd
man/BillCashFlows-class.Rd
man/BillCashFlows.Rd
man/BillDetails-class.Rd
man/BillDetails.Rd
man/BillPriceToYield.Rd
man/BillType-BillDetails-method.Rd
man/BillType.Rd
man/BillYieldToPrice.Rd
man/Bond.Rd
man/BondBasis-BillDetails-method.Rd
man/BondBasis-BondDetails-method.Rd
man/BondBasis-MBSDetails-method.Rd
man/BondBasis.Rd
man/BondBasisConversion.Rd
man/BondCashFlows-class.Rd
man/BondCashFlows.Rd
man/BondDetails-class.Rd
man/BondDetails.Rd
man/BondEffectiveConvexity.Rd
man/BondEffectiveDuration.Rd
man/BondEffectiveMeasure.Rd
man/BondLab-package.Rd
man/BondLabRating-BillDetails-method.Rd
man/BondLabRating-BondDetails-method.Rd
man/BondLabRating-MBSDetails-method.Rd
man/BondLabRating.Rd
man/BondLabSetUp.Rd
man/BondReturn-class.Rd
man/BondScenario-class.Rd
man/BondScenario.Rd
man/BondTermStructure-class.Rd
man/BondTermStructure.Rd
man/BondType-BondDetails-method.Rd
man/BondType-MBSDetails-method.Rd
man/BondType.Rd
man/Bterm.Rd
man/BurnOut-MBSDetails-method.Rd
man/BurnOut.Rd
man/CDR.To.MDR.Rd
man/CPR.To.SMM.Rd
man/CPRLife-ModelToCPR-method.Rd
man/CPRLife.Rd
man/Callable-BondDetails-method.Rd
man/Callable.Rd
man/CashFlowBill.Rd
man/CashFlowBond.Rd
man/CashFlowEngine.Rd
man/Convexity-BillCashFlows-method.Rd
man/Convexity-BondCashFlows-method.Rd
man/Convexity-MortgageCashFlow-method.Rd
man/Convexity.Rd
man/Coupon-BondDetails-method.Rd
man/Coupon-BondTermStructure-method.Rd
man/Coupon-MBSDetails-method.Rd
man/Coupon-MortgageOAS-method.Rd
man/Coupon-MortgageTermStructure-method.Rd
man/Coupon.Rd
man/CouponBasis-CouponTypes-method.Rd
man/CouponBasis-set-CouponTypes-method.Rd
man/CouponBasis-set.Rd
man/CouponBasis.Rd
man/CouponDecimal-CouponTypes-method.Rd
man/CouponDecimal-set-CouponTypes-method.Rd
man/CouponDecimal-set.Rd
man/CouponDecimal.Rd
man/CouponDecimalString-CouponTypes-method.Rd
man/CouponDecimalString-set-CouponTypes-method.Rd
man/CouponDecimalString-set.Rd
man/CouponDecimalString.Rd
man/CouponIncome-BondReturn-method.Rd
man/CouponIncome-MortgageReturn-method.Rd
man/CouponIncome.Rd
man/CouponPmt-BondCashFlows-method.Rd
man/CouponPmt.Rd
man/CouponTypes-class.Rd
man/CouponTypes.Rd
man/CreateCashFlowMatrix.Rd
man/CreateMaturitiesMatrix.Rd
man/CurrentBal-MBSDetails-method.Rd
man/CurrentBal-set-MBSDetails-method.Rd
man/CurrentBal-set.Rd
man/CurrentBal.Rd
man/CurveSpreads-class.Rd
man/CurveSpreads.Rd
man/Cusip-BillDetails-method.Rd
man/Cusip-BondDetails-method.Rd
man/Cusip-BondTermStructure-method.Rd
man/Cusip-MBSDetails-method.Rd
man/Cusip-MortgageOAS-method.Rd
man/Cusip-MortgageTermStructure-method.Rd
man/Cusip.Rd
man/DatedDate-BillDetails-method.Rd
man/DatedDate-BondDetails-method.Rd
man/DatedDate-MBSDetails-method.Rd
man/DatedDate.Rd
man/DecimalSet.Rd
man/DefaultedPrin-MortgageCashFlow-method.Rd
man/DefaultedPrin.Rd
man/DiscRate-TermStructure-method.Rd
man/DiscRate-set-TermStructure-method.Rd
man/DiscRate-set.Rd
man/DiscRate.Rd
man/Discount-BillCashFlows-method.Rd
man/Discount.Rd
man/DiscountBasis-DiscountTypes-method.Rd
man/DiscountBasis-set-DiscountTypes-method.Rd
man/DiscountBasis-set.Rd
man/DiscountBasis.Rd
man/DiscountDecimal-DiscountTypes-method.Rd
man/DiscountDecimal-set-DiscountTypes-method.Rd
man/DiscountDecimal-set.Rd
man/DiscountDecimal.Rd
man/DiscountDecimalString-DiscountTypes-method.Rd
man/DiscountDecimalString-set-DiscountTypes-method.Rd
man/DiscountDecimalString-set.Rd
man/DiscountDecimalString.Rd
man/DiscountTypes-class.Rd
man/DiscountTypes.Rd
man/DollarRoll.Rd
man/EffConvexity-BondTermStructure-method.Rd
man/EffConvexity-MortgageEffectiveMeasures-method.Rd
man/EffConvexity-MortgageTermStructure-method.Rd
man/EffConvexity.Rd
man/EffDuration-BondTermStructure-method.Rd
man/EffDuration-MortgageEffectiveMeasures-method.Rd
man/EffDuration-MortgageTermStructure-method.Rd
man/EffDuration.Rd
man/EndingBalance-MortgageCashFlow-method.Rd
man/EndingBalance.Rd
man/EstimYTM.Rd
man/FinalPmtDate-MBSDetails-method.Rd
man/FinalPmtDate-PrepaymentModel-method.Rd
man/FinalPmtDate.Rd
man/FirstPmtDate-MBSDetails-method.Rd
man/FirstPmtDate-PrepaymentModel-method.Rd
man/FirstPmtDate.Rd
man/FirstPrinPaymentDate-MBSDetails-method.Rd
man/FirstPrinPaymentDate.Rd
man/Forward.Rate.Rd
man/ForwardDate-TermStructure-method.Rd
man/ForwardDate-set-TermStructure-method.Rd
man/ForwardDate-set.Rd
man/ForwardDate.Rd
man/ForwardRate-TermStructure-method.Rd
man/ForwardRate-set-TermStructure-method.Rd
man/ForwardRate-set.Rd
man/ForwardRate.Rd
man/Frequency-BondDetails-method.Rd
man/Frequency-MBSDetails-method.Rd
man/Frequency.Rd
man/GFeeBasis-GFeeTypes-method.Rd
man/GFeeBasis-set-GFeeTypes-method.Rd
man/GFeeBasis-set.Rd
man/GFeeBasis.Rd
man/GFeeDecimal-GFeeTypes-method.Rd
man/GFeeDecimal-set-GFeeTypes-method.Rd
man/GFeeDecimal-set.Rd
man/GFeeDecimal.Rd
man/GFeeDecimalString-GFeeTypes-method.Rd
man/GFeeDecimalString-set-GFeeTypes-method.Rd
man/GFeeDecimalString-set.Rd
man/GFeeDecimalString.Rd
man/GFeePremium-MBSDetails-method.Rd
man/GFeePremium-MortgageCashFlow-method.Rd
man/GFeePremium.Rd
man/GFeeTypes-class.Rd
man/GFeeTypes.Rd
man/GWac-MBSDetails-method.Rd
man/GWac.Rd
man/GWacBasis-GWacTypes-method.Rd
man/GWacBasis-set-GWacTypes-method.Rd
man/GWacBasis-set.Rd
man/GWacBasis.Rd
man/GWacDecimal-GWacTypes-method.Rd
man/GWacDecimal-set-GWacTypes-method.Rd
man/GWacDecimal-set.Rd
man/GWacDecimal.Rd
man/GWacDecimalString-GWacTypes-method.Rd
man/GWacDecimalString-set-GWacTypes-method.Rd
man/GWacDecimalString-set.Rd
man/GWacDecimalString.Rd
man/GWacTypes-class.Rd
man/GWacTypes.Rd
man/HorizonCurrBal-BondReturn-method.Rd
man/HorizonCurrBal-MortgageReturn-method.Rd
man/HorizonCurrBal.Rd
man/HorizonCurve-ScenarioCurve-method.Rd
man/HorizonCurve.Rd
man/HorizonCurveShift.Rd
man/HorizonMos-BondReturn-method.Rd
man/HorizonMos-MortgageReturn-method.Rd
man/HorizonMos.Rd
man/HorizonPrice-BondReturn-method.Rd
man/HorizonPrice-MortgageReturn-method.Rd
man/HorizonPrice.Rd
man/HorizonReturn-BondReturn-method.Rd
man/HorizonReturn-MortgageReturn-method.Rd
man/HorizonReturn.Rd
man/HorizonTermStrc-ScenarioCurve-method.Rd
man/HorizonTermStrc.Rd
man/HullWhite.Rd
man/ID-BillDetails-method.Rd
man/ID-BondDetails-method.Rd
man/ID-MBSDetails-method.Rd
man/ID.Rd
man/Incentive-PrepaymentModel-method.Rd
man/Incentive.Rd
man/Index-MBSDetails-method.Rd
man/Index.Rd
man/InitialInterest-MBSDetails-method.Rd
man/InitialInterest.Rd
man/InterestOnlyPeriod-MBSDetails-method.Rd
man/InterestOnlyPeriod.Rd
man/IssueDate-BillDetails-method.Rd
man/IssueDate-BondDetails-method.Rd
man/IssueDate-MBSDetails-method.Rd
man/IssueDate.Rd
man/IssueDiscountRate-BillDetails-method.Rd
man/IssueDiscountRate.Rd
man/Issuer-BillDetails-method.Rd
man/Issuer-BondDetails-method.Rd
man/Issuer-BondTermStructure-method.Rd
man/Issuer-MBSDetails-method.Rd
man/Issuer-MortgageOAS-method.Rd
man/Issuer-MortgageTermStructure-method.Rd
man/Issuer.Rd
man/KeyRateConvexity-BondTermStructure-method.Rd
man/KeyRateConvexity-MortgageTermStructure-method.Rd
man/KeyRateConvexity.Rd
man/KeyRateDuration-BondTermStructure-method.Rd
man/KeyRateDuration-MortgageTermStructure-method.Rd
man/KeyRateDuration.Rd
man/KeyRateTenor-BondTermStructure-method.Rd
man/KeyRateTenor-MortgageTermStructure-method.Rd
man/KeyRateTenor.Rd
man/LastPmtDate-BondDetails-method.Rd
man/LastPmtDate-MBSDetails-method.Rd
man/LastPmtDate-PrepaymentModel-method.Rd
man/LastPmtDate-set-BondDetails-method.Rd
man/LastPmtDate-set-MBSDetails-method.Rd
man/LastPmtDate-set.Rd
man/LastPmtDate.Rd
man/LastandNextPmtDate.Rd
man/LoanAge-PrepaymentModel-method.Rd
man/LoanAge.Rd
man/LossAmount-MortgageCashFlow-method.Rd
man/LossAmount.Rd
man/MBS.Rd
man/MBSDetails-class.Rd
man/MBSDetails.Rd
man/MBSFactor-MBSDetails-method.Rd
man/MBSFactor-set-MBSDetails-method.Rd
man/MBSFactor-set.Rd
man/MBSFactor.Rd
man/MDR-PrepaymentModel-method.Rd
man/MDR-set-PrepaymentModel-method.Rd
man/MDR-set.Rd
man/MDR.Rd
man/Margin-MBSDetails-method.Rd
man/Margin.Rd
man/Maturity-BillDetails-method.Rd
man/Maturity-BondDetails-method.Rd
man/Maturity-MBSDetails-method.Rd
man/Maturity.Rd
man/ModDuration-BillCashFlows-method.Rd
man/ModDuration-BondCashFlows-method.Rd
man/ModDuration-MortgageCashFlow-method.Rd
man/ModDuration.Rd
man/Model-MBSDetails-method.Rd
man/Model.Rd
man/ModelToCPR-class.Rd
man/ModelToCPR.Rd
man/ModelTune.Rd
man/MonthlyInterest-MortgageCashFlow-method.Rd
man/MonthlyInterest.Rd
man/MonthlyPmt-MortgageCashFlow-method.Rd
man/MonthlyPmt.Rd
man/MoodyRating-BillDetails-method.Rd
man/MoodyRating-BondDetails-method.Rd
man/MoodyRating-MBSDetails-method.Rd
man/MoodyRating.Rd
man/Mortgage.Monthly.Payment.Rd
man/MortgageCashFlow-class.Rd
man/MortgageCashFlow.Rd
man/MortgageEffectiveMeasures-class.Rd
man/MortgageEffectiveMeasures.Rd
man/MortgageOAS-class.Rd
man/MortgageRate-class.Rd
man/MortgageRate.Rd
man/MortgageReturn-class.Rd
man/MortgageScenario-class.Rd
man/MortgageScenario.Rd
man/MortgageTermStructure-class.Rd
man/MtgRateFwd-PrepaymentModel-method.Rd
man/MtgRateFwd.Rd
man/MtgTermStructure.Rd
man/Name-Scenario-method.Rd
man/Name.Rd
man/NextPmtDate-BondDetails-method.Rd
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man/NextPmtDate-set-BondDetails-method.Rd
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man/NextPmtDate-set.Rd
man/NextPmtDate.Rd
man/NoteRate-PrepaymentModel-method.Rd
man/NoteRate.Rd
man/OAC-MortgageOAS-method.Rd
man/OAC.Rd
man/OAD-MortgageOAS-method.Rd
man/OAD.Rd
man/OAS-MortgageOAS-method.Rd
man/OAS.Rd
man/OfferAmount-BillDetails-method.Rd
man/OfferAmount-BondDetails-method.Rd
man/OfferAmount.Rd
man/OrigLTV-MBSDetails-method.Rd
man/OrigLTV.Rd
man/OrigLoanBal-MBSDetails-method.Rd
man/OrigLoanBal.Rd
man/OriginalBal-MBSDetails-method.Rd
man/OriginalBal.Rd
man/PMI-MBSDetails-method.Rd
man/PMI.Rd
man/PMIBasis-PMITypes-method.Rd
man/PMIBasis-set-PMITypes-method.Rd
man/PMIBasis-set.Rd
man/PMIBasis.Rd
man/PMIDecimal-PMITypes-method.Rd
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man/PMIDecimal-set.Rd
man/PMIDecimal.Rd
man/PMIDecimalString-PMITypes-method.Rd
man/PMIDecimalString-set-PMITypes-method.Rd
man/PMIDecimalString-set.Rd
man/PMIDecimalString.Rd
man/PMIPremium-MortgageCashFlow-method.Rd
man/PMIPremium.Rd
man/PMITypes-class.Rd
man/PMITypes.Rd
man/PPC.Ramp.Rd
man/PPCEnd-PrepaymentModel-method.Rd
man/PPCEnd.Rd
man/PPCSeasoning-PrepaymentModel-method.Rd
man/PPCSeasoning.Rd
man/PPCStart-PrepaymentModel-method.Rd
man/PPCStart.Rd
man/PassThroughInterest-MortgageCashFlow-method.Rd
man/PassThroughInterest.Rd
man/PaymentDate.Rd
man/PaymentDelay-MBSDetails-method.Rd
man/PaymentDelay.Rd
man/Period-BillCashFlows-method.Rd
man/Period-BondCashFlows-method.Rd
man/Period-MortgageCashFlow-method.Rd
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man/Period-TermStructure-method.Rd
man/Period-set-TermStructure-method.Rd
man/Period-set.Rd
man/Period.Rd
man/PlotOAS.Rd
man/PmtDate-BillCashFlows-method.Rd
man/PmtDate-BondCashFlows-method.Rd
man/PmtDate-MortgageCashFlow-method.Rd
man/PmtDate-PrepaymentModel-method.Rd
man/PmtDate.Rd
man/PrepaidPrin-MortgageCashFlow-method.Rd
man/PrepaidPrin.Rd
man/PrepaidPrinReceived-MortgageReturn-method.Rd
man/PrepaidPrinReceived.Rd
man/PrepaymentAssumption-PrepaymentModel-method.Rd
man/PrepaymentAssumption.Rd
man/PrepaymentModel-class.Rd
man/PrepaymentModel.Rd
man/PrepaymentScenario-PriceYieldScenarioSet-method.Rd
man/PrepaymentScenario.Rd
man/PrepaymentType-PriceYieldScenarioSet-method.Rd
man/PrepaymentType.Rd
man/Price-BillCashFlows-method.Rd
man/Price-BondCashFlows-method.Rd
man/Price-MortgageCashFlow-method.Rd
man/Price.Rd
man/Price32nds-PriceTypes-method.Rd
man/Price32nds-set-PriceTypes-method.Rd
man/Price32nds-set.Rd
man/Price32nds.Rd
man/PriceBasis-PriceTypes-method.Rd
man/PriceBasis-set-PriceTypes-method.Rd
man/PriceBasis-set.Rd
man/PriceBasis.Rd
man/PriceDecimal-PriceTypes-method.Rd
man/PriceDecimal-set-PriceTypes-method.Rd
man/PriceDecimal-set.Rd
man/PriceDecimal.Rd
man/PriceDecimalString-PriceTypes-method.Rd
man/PriceDecimalString-set-PriceTypes-method.Rd
man/PriceDecimalString-set.Rd
man/PriceDecimalString.Rd
man/PriceTypes-class.Rd
man/PriceTypes.Rd
man/PriceYieldScenario-PriceYieldScenarioSet-method.Rd
man/PriceYieldScenario.Rd
man/PriceYieldScenarioSet-class.Rd
man/PriceYieldScenarioSet.Rd
man/PrincipalOutstanding-BillCashFlows-method.Rd
man/PrincipalOutstanding-BondCashFlows-method.Rd
man/PrincipalOutstanding.Rd
man/PrincipalPmtDate.Rd
man/PrincipalReceived-BondReturn-method.Rd
man/PrincipalReceived.Rd
man/ProjectMortgageRate.Rd
man/Putable-BondDetails-method.Rd
man/Putable.Rd
man/RDMEFactor.Rd
man/REMICDeal.Rd
man/REMICGroupConn.Rd
man/REMICSchedules.Rd
man/REMICWaterFall.Rd
man/ReadRAID.Rd
man/RecoveredAmount-MortgageCashFlow-method.Rd
man/RecoveredAmount.Rd
man/ReinvestmentIncome-BondReturn-method.Rd
man/ReinvestmentIncome-MortgageReturn-method.Rd
man/ReinvestmentIncome.Rd
man/Remain.Balance.Rd
man/SATO-MBSDetails-method.Rd
man/SATO.Rd
man/SMM-PrepaymentModel-method.Rd
man/SMM-set-PrepaymentModel-method.Rd
man/SMM-set.Rd
man/SMM.Rd
man/SMM.To.CPR.Rd
man/SMMVector.To.CPR.Rd
man/SPRating-BillDetails-method.Rd
man/SPRating-BondDetails-method.Rd
man/SPRating-MBSDetails-method.Rd
man/SPRating.Rd
man/SaveCollGroup.Rd
man/SaveRAID.Rd
man/SaveRDME.Rd
man/SaveREMIC.Rd
man/SaveScenario.Rd
man/SaveSchedules.Rd
man/SaveTranche.Rd
man/SaveTranches.Rd
man/Scenario-class.Rd
man/Scenario.Rd
man/ScenarioCall.Rd
man/ScenarioCurve-class.Rd
man/ScenarioFormula-Scenario-method.Rd
man/ScenarioFormula.Rd
man/ScenarioHorizonMos-ScenarioCurve-method.Rd
man/ScenarioHorizonMos.Rd
man/Sched.Prin.Rd
man/ScheduledPrin-MortgageCashFlow-method.Rd
man/ScheduledPrin.Rd
man/ScheduledPrinReceived-MortgageReturn-method.Rd
man/ScheduledPrinReceived.Rd
man/Sector-BillDetails-method.Rd
man/Sector-BondDetails-method.Rd
man/Sector-MBSDetails-method.Rd
man/Sector.Rd
man/Servicing-MBSDetails-method.Rd
man/Servicing.Rd
man/ServicingFeeBasis-ServicingFeeTypes-method.Rd
man/ServicingFeeBasis-set-ServicingFeeTypes-method.Rd
man/ServicingFeeBasis-set.Rd
man/ServicingFeeBasis.Rd
man/ServicingFeeDecimal-ServicingFeeTypes-method.Rd
man/ServicingFeeDecimal-set-ServicingFeeTypes-method.Rd
man/ServicingFeeDecimal-set.Rd
man/ServicingFeeDecimal.Rd
man/ServicingFeeDecimalString-ServicingFeeTypes-method.Rd
man/ServicingFeeDecimalString-set-ServicingFeeTypes-method.Rd
man/ServicingFeeDecimalString-set.Rd
man/ServicingFeeDecimalString.Rd
man/ServicingFeeTypes-class.Rd
man/ServicingFeeTypes.Rd
man/ServicingIncome-MortgageCashFlow-method.Rd
man/ServicingIncome.Rd
man/Severity-PrepaymentModel-method.Rd
man/Severity.Rd
man/ShiftType-Scenario-method.Rd
man/ShiftType.Rd
man/Shiftbps-Scenario-method.Rd
man/Shiftbps.Rd
man/SinkingFund-BondDetails-method.Rd
man/SinkingFund.Rd
man/SolveSpotSpread.Rd
man/SplitFloaterInverse.Rd
man/SpotRate-TermStructure-method.Rd
man/SpotRate-set-TermStructure-method.Rd
man/SpotRate-set.Rd
man/SpotRate.Rd
man/SpreadBasis-SpreadTypes-method.Rd
man/SpreadBasis-set-SpreadTypes-method.Rd
man/SpreadBasis-set.Rd
man/SpreadBasis.Rd
man/SpreadDecimal-SpreadTypes-method.Rd
man/SpreadDecimal-set-SpreadTypes-method.Rd
man/SpreadDecimal-set.Rd
man/SpreadDecimal.Rd
man/SpreadDecimalString-SpreadTypes-method.Rd
man/SpreadDecimalString-set-SpreadTypes-method.Rd
man/SpreadDecimalString-set.Rd
man/SpreadDecimalString.Rd
man/SpreadToBenchmark-CurveSpreads-method.Rd
man/SpreadToBenchmark.Rd
man/SpreadToCurve-CurveSpreads-method.Rd
man/SpreadToCurve.Rd
man/SpreadToPriceBond.Rd
man/SpreadToPriceMBS.Rd
man/SpreadTypes-class.Rd
man/SpreadTypes.Rd
man/Spreads-MortgageOAS-method.Rd
man/Spreads.Rd
man/StartCurve-ScenarioCurve-method.Rd
man/StartCurve.Rd
man/StartTermStrc-ScenarioCurve-method.Rd
man/StartTermStrc.Rd
man/SubtractMonths.Rd
man/TenYearForward-TermStructure-method.Rd
man/TenYearForward-set-TermStructure-method.Rd
man/TenYearForward-set.Rd
man/TenYearForward.Rd
man/Term-BondTermStructure-method.Rd
man/Term-MBSDetails-method.Rd
man/Term-MortgageOAS-method.Rd
man/Term-MortgageTermStructure-method.Rd
man/Term.Rd
man/TermStructure-class.Rd
man/TermStructure.Rd
man/TimePeriod-BillCashFlows-method.Rd
man/TimePeriod-BondCashFlows-method.Rd
man/TimePeriod-MortgageCashFlow-method.Rd
man/TimePeriod-TermStructure-method.Rd
man/TimePeriod-set-TermStructure-method.Rd
man/TimePeriod-set.Rd
man/TimePeriod.Rd
man/TimeValue.Rd
man/TotalCashFlow-BillCashFlows-method.Rd
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man/TotalCashFlow-MortgageCashFlow-method.Rd
man/TotalCashFlow.Rd
man/TradeDate-TermStructure-method.Rd
man/TradeDate-set-TermStructure-method.Rd
man/TradeDate-set.Rd
man/TradeDate.Rd
man/TwoYearForward-TermStructure-method.Rd
man/TwoYearForward-set-TermStructure-method.Rd
man/TwoYearForward-set.Rd
man/TwoYearForward.Rd
man/Type-Scenario-method.Rd
man/Type.Rd
man/Underwriter-BillDetails-method.Rd
man/Underwriter-BondDetails-method.Rd
man/Underwriter-MBSDetails-method.Rd
man/Underwriter.Rd
man/ValidPriceYieldScenarioSet.Rd
man/WAL-BillCashFlows-method.Rd
man/WAL-BondCashFlows-method.Rd
man/WAL-MortgageCashFlow-method.Rd
man/WAL.Rd
man/WALA-MBSDetails-method.Rd
man/WALA-set-MBSDetails-method.Rd
man/WALA-set.Rd
man/WALA.Rd
man/WAM-MBSDetails-method.Rd
man/WAM-set-MBSDetails-method.Rd
man/WAM-set.Rd
man/WAM.Rd
man/YieldBasis-YieldTypes-method.Rd
man/YieldBasis-set-YieldTypes-method.Rd
man/YieldBasis-set.Rd
man/YieldBasis.Rd
man/YieldDecimal-YieldTypes-method.Rd
man/YieldDecimal-set-YieldTypes-method.Rd
man/YieldDecimal-set.Rd
man/YieldDecimal.Rd
man/YieldDecimalString-YieldTypes-method.Rd
man/YieldDecimalString-set-YieldTypes-method.Rd
man/YieldDecimalString-set.Rd
man/YieldDecimalString.Rd
man/YieldToMaturity-BillCashFlows-method.Rd
man/YieldToMaturity-BondCashFlows-method.Rd
man/YieldToMaturity-MortgageCashFlow-method.Rd
man/YieldToMaturity.Rd
man/YieldTypes-class.Rd
man/YieldTypes.Rd
man/ZVSpreadToPriceBond.Rd
man/ZVSpreadToPriceMBS.Rd
man/ZeroBondPrice.Rd
man/ZeroVolSpread-CurveSpreads-method.Rd
man/ZeroVolSpread-MortgageOAS-method.Rd
man/ZeroVolSpread.Rd
man/bondprice.Rd
man/is.leapyear.Rd
man/plotkrc-MortgageTermStructure-method.Rd
man/plotkrc.Rd
man/plotkrd-MortgageTermStructure-method.Rd
man/plotkrd.Rd
sandbox/BondAnalytics.R
sandbox/BondDetails.R
sandbox/BondLab.R
sandbox/BondLab.Rmd
sandbox/BondLab.html
sandbox/ConnectionFunctions.R
sandbox/ConvertToCashFlowTable.R
sandbox/CopyOfGetSwapCurve.R
sandbox/DollarRollAnalytics.R
sandbox/ExtractScenario.R
sandbox/FH15.Generic.rds
sandbox/FH30.Generic.rds
sandbox/FN15.Generic.rds
sandbox/FN30.Generic.rds
sandbox/GNI15.Generic.rds
sandbox/GNI30.Generic.rds
sandbox/GNII15.Generic.rds
sandbox/GNII30.Generic.rds
sandbox/GetSwapCurve
sandbox/GetUSTCurve.R
sandbox/Groups/BondLabGroups.txt
sandbox/HomePriceSim.R
sandbox/HorizonBondData.R
sandbox/InterestRateModelCIR.R
sandbox/LICENSE
sandbox/MBSDetails.R
sandbox/ModelFunctions.rds
sandbox/MortgageCashFlow.R
sandbox/MortgageCashFlowArray.R
sandbox/MortgageOAS.R
sandbox/MortgageRate.rds
sandbox/NAMESPACE
sandbox/NewSwapCurve.R
sandbox/OAS.R
sandbox/OASData/01-02-2001.csv
sandbox/OASData/01-02-2002.csv
sandbox/OASData/01-02-2003.csv
sandbox/OASData/01-02-2004.csv
sandbox/OASData/01-02-2007.csv
sandbox/OASData/01-02-2008.csv
sandbox/OASData/01-02-2009.csv
sandbox/OASData/01-02-2013.csv
sandbox/OASData/01-02-2014.csv
sandbox/OASData/01-02-2015.csv
sandbox/OASData/01-03-2005.csv
sandbox/OASData/01-03-2006.csv
sandbox/OASData/01-03-2011.csv
sandbox/OASData/01-03-2012.csv
sandbox/OASData/01-04-2010.csv
sandbox/OASData/01-04-2016.csv
sandbox/OASData/02-01-2001.csv
sandbox/OASData/02-01-2002.csv
sandbox/OASData/02-01-2005.csv
sandbox/OASData/02-01-2006.csv
sandbox/OASData/02-01-2007.csv
sandbox/OASData/02-01-2008.csv
sandbox/OASData/02-01-2010.csv
sandbox/OASData/02-01-2011.csv
sandbox/OASData/02-01-2012.csv
sandbox/OASData/02-01-2013.csv
sandbox/OASData/02-01-2016.csv
sandbox/OASData/02-02-2004.csv
sandbox/OASData/02-02-2009.csv
sandbox/OASData/02-02-2015.csv
sandbox/OASData/02-03-2003.csv
sandbox/OASData/02-03-2014.csv
sandbox/OASData/03-01-2001.csv
sandbox/OASData/03-01-2002.csv
sandbox/OASData/03-01-2004.csv
sandbox/OASData/03-01-2005.csv
sandbox/OASData/03-01-2006.csv
sandbox/OASData/03-01-2007.csv
sandbox/OASData/03-01-2010.csv
sandbox/OASData/03-01-2011.csv
sandbox/OASData/03-01-2012.csv
sandbox/OASData/03-01-2013.csv
sandbox/OASData/03-01-2016.csv
sandbox/OASData/03-02-2009.csv
sandbox/OASData/03-02-2015.csv
sandbox/OASData/03-03-2003.csv
sandbox/OASData/03-03-2008.csv
sandbox/OASData/03-03-2014.csv
sandbox/OASData/04-01-2002.csv
sandbox/OASData/04-01-2003.csv
sandbox/OASData/04-01-2004.csv
sandbox/OASData/04-01-2005.csv
sandbox/OASData/04-01-2008.csv
sandbox/OASData/04-01-2009.csv
sandbox/OASData/04-01-2010.csv
sandbox/OASData/04-01-2011.csv
sandbox/OASData/04-01-2013.csv
sandbox/OASData/04-01-2014.csv
sandbox/OASData/04-01-2015.csv
sandbox/OASData/04-01-2016.csv
sandbox/OASData/04-02-2001.csv
sandbox/OASData/04-02-2007.csv
sandbox/OASData/04-02-2012.csv
sandbox/OASData/04-03-2006.csv
sandbox/OASData/05-01-2001.csv
sandbox/OASData/05-01-2002.csv
sandbox/OASData/05-01-2003.csv
sandbox/OASData/05-01-2006.csv
sandbox/OASData/05-01-2007.csv
sandbox/OASData/05-01-2008.csv
sandbox/OASData/05-01-2009.csv
sandbox/OASData/05-01-2012.csv
sandbox/OASData/05-01-2013.csv
sandbox/OASData/05-01-2014.csv
sandbox/OASData/05-01-2015.csv
sandbox/OASData/05-02-2005.csv
sandbox/OASData/05-02-2011.csv
sandbox/OASData/05-02-2016.csv
sandbox/OASData/05-03-2004.csv
sandbox/OASData/05-03-2010.csv
sandbox/OASData/06-01-2001.csv
sandbox/OASData/06-01-2004.csv
sandbox/OASData/06-01-2005.csv
sandbox/OASData/06-01-2006.csv
sandbox/OASData/06-01-2007.csv
sandbox/OASData/06-01-2009.csv
sandbox/OASData/06-01-2010.csv
sandbox/OASData/06-01-2011.csv
sandbox/OASData/06-01-2012.csv
sandbox/OASData/06-01-2015.csv
sandbox/OASData/06-01-2016.csv
sandbox/OASData/06-02-2003.csv
sandbox/OASData/06-02-2008.csv
sandbox/OASData/06-02-2014.csv
sandbox/OASData/06-03-2002.csv
sandbox/OASData/06-03-2013.csv
sandbox/OASData/07-01-2002.csv
sandbox/OASData/07-01-2003.csv
sandbox/OASData/07-01-2004.csv
sandbox/OASData/07-01-2005.csv
sandbox/OASData/07-01-2008.csv
sandbox/OASData/07-01-2009.csv
sandbox/OASData/07-01-2010.csv
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sandbox/OAS_TS_Fit.Rmd
sandbox/OAS_TermStructure_Data.Rmd
sandbox/PassThroughOAS.R
sandbox/PrepaymentFunctions.R
sandbox/PrepaymentModel.R
sandbox/PrepaymentModelFunctions.R
sandbox/PrepaymentModelTune.R
sandbox/RAID/.Rapp.history
sandbox/RAID/BondLabRAID.txt
sandbox/RDME/.Rapp.history
sandbox/RDME/BondLabRDMA.txt
sandbox/REMICConstructor.R
sandbox/REMICCusip.R
sandbox/REMICData/.Rapp.history
sandbox/REMICData/2016_053
sandbox/REMICData/2016_053.R
sandbox/REMICData/2016_053_Schedules.txt
sandbox/REMICData/BondLabREMICData.txt
sandbox/REMICData/FNR2016053.yaml
sandbox/REMICStructuringFunctions.R
sandbox/Schedules/.Rapp.history
sandbox/Schedules/2016_053_Sched_G1.csv
sandbox/Schedules/BondLabSchedules.txt
sandbox/SwapRateData.R
sandbox/Temp_BondData/BondLabTemp.txt
sandbox/Temp_BondData/TempPassThrough.rds
sandbox/Temp_CashFlow/BondLabCashFlow.txt
sandbox/Tranches/.Rapp.history
sandbox/Tranches/BondLabTranches.txt
sandbox/WaterFall/BondLabWaterFall.txt
sandbox/framework.png
sandbox/total_return_code.R
