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

AccruedA standard generic function to access the slot Accrued
Accrued-BondCashFlows-methodMethod to get Accrued from S4 class BondCashFlows
Accrued-MortgageCashFlow-methodMethod to extract Accrued from S4 class MortgageCashFlow
ActFactorAct/Act day count
ActualFactorActual/Actual day count
AddMonthsPrincipal payment dates
AmortizationTermA standard generic function to access the slot...
AmortizationTerm-MBSDetails-methodMethod to extract the slot Amortization Term from the class...
AmortizationTypeA standard generic function to access the slot...
AmortizationType-MBSDetails-methodMethod to extract the slot AmortizationType from the class...
ArcTanIncentiveA standard generic function to access the slot...
ArcTanIncentive-PrepaymentModelFunctions-methodA method to extract the slot ArcTanIncentive from the object...
BalloonDateA standard generic function to access the slot BalloonDate
BalloonDate-MBSDetails-methodMethod to extract the slot BalloonDate from the class...
BalloonPmtA standard generic function to access the slot BalloonPmt
BalloonPmt-MBSDetails-methodMethod to extract the slot BalloonPmt from the class...
BeginCDRA standard generic function to access the slot BeginCDR
BeginCDR-PrepaymentModelTune-methodA method to extract BeginCDR from class PrepaymentModelTune
BeginningBalA standard generic function to access the slot BeginningBal
BeginningBal-MortgageCashFlow-methodMethod to extract the PrepaidPrin from class MortgageCashFlow
BenchMarkA standard generic function to access BenchMark
BenchMark-CurveSpreads-methodBenchMark (Pricing)
Bondquery sql lite UST Bond cusip database
BondBasisA standard generic function to access the slot BondBasis
BondBasis-BondDetails-methodMethod to extract the slot BondBasis from S4 class of type...
BondBasisConversionBond Basis (day count) conventions
BondBasis-MBSDetails-methodMethod to extract the slot BondBasis from the class...
BondCashFlowsBond cash flow engine for standard non-callable
BondCashFlows-classAn S4 class representing standard bond cash flows
BondDetailsBondDetails
BondDetails-classAn S4 class representing the cusip detail of the a standard...
BondEffectiveConvexityA function to compute effective convexity
BondEffectiveDurationA function to compute effective duration
BondEffectiveMeasureA function to compute effective duration and convexity
BondLab-packageA package for the analysis of Mortgage and Asset Backed...
BondLabRatingA standard generic function to access the slot BondLab
BondLabRating-BondDetails-methodMethod to extract BondLab rating from S4 class of type...
BondLabRating-MBSDetails-methodMethod to extract the slot BondLab from the class MBSDetails
BondLabSetUpSetup function for the R package BondLab to create the needed...
bondpriceDetermine the price a bond on the interest payment date
BondReturn-classBond Total Return Metrics
BondScenarioBondScenario function
BondScenario-classBondScenario class
BondTermStructureA function to calculate a bond key rate duration
BondTermStructure-classAn S4 class representing the bond term structure exposure
BondTypeA standard generic function to access the slot BondType
BondType-BondDetails-methodMethod to extract BondType from an S4 class of type...
BondType-MBSDetails-methodMethod to extract the slot BondType from the class MBSDetails
BorrowerBurnoutA standard generic function to access the slot...
BorrowerBurnout-PrepaymentModelFunctions-methodA method to extract the slot ArcTanIncentive from the object...
BorrowerIncentiveBorrowerIncentive
BurnOutA standard generic function to access the slot Burnout
BurnoutBetaOneA standard generic functin to access the slot Burnout.beta.1
BurnoutBetaOne-PrepaymentModelTune-methodA method to extract Burnout.beta.1 from class...
BurnoutBetaTwoA standard generic function to access the slot Burnout.beta.e
BurnoutBetaTwo-PrepaymentModelTune-methodA method to extract Burnout.beta.2 from class...
BurnoutFunctionBurnoutFunction
BurnOut-MBSDetails-methodMehthod to extract the slot Burnout from the class MBSDetails
CalibrateRatesCalibrateRates
CallableA standard generic function to get the slot Callable
Callable-BondDetails-methodMethod to extract the slot Callable from S4 class of type...
CashFlowBondBond Lab function to cash flow a bond
CashFlowEngineBond Lab function the residential mortgage cash flow engine
CDR.To.MDRA function to convert the CDR to a single monthly mortality...
ConvexityA standard generic function to access the slot Convexity
Convexity-BondCashFlows-methodMethod to get Convexity from S4 class BondCashFlows
Convexity-MortgageCashFlow-methodMethod to extract Convexity from S4 class MortgageCashFlow
CouponA standard generic function to access the slot Coupon
CouponBasisA standard generic function to get the slot CouponBasis
CouponBasis-CouponTypes-methodA method to extract CouponBasis from the slot of CouponTypes
CouponBasis-setA standard generic function ot set the slot CouponBasis
CouponBasis-set-CouponTypes-methodA method to set CouponBasis in the slot of CouponTypes
Coupon-BondDetails-methodMethod to extract Coupon from an S4 class of type BondDetails
Coupon-BondTermStructure-methodCoupon
CouponDecimalA standard generic function to get the slot CouponDecimal
CouponDecimal-CouponTypes-methodA method to extract CouponDecimal from object CouponTypes
CouponDecimal-setA standard generic function to set the slot CouponDecimal
CouponDecimal-set-CouponTypes-methodA method to set CouponDecimal in the slot of CouponTypes
CouponDecimalStringA standard generic function to get the slot...
CouponDecimalString-CouponTypes-methodA method to extract CouponDecimalString from the object...
CouponDecimalString-setA standard generic functon to set the slot...
CouponDecimalString-set-CouponTypes-methodA method to set CouponDecimalString in the slot of...
CouponIncomeCouponIncome generic
CouponIncome-BondReturn-methodCouponIncome method, class BondReturn
CouponIncome-MortgageReturn-methodCouponIncome method, class MortgageReturn
Coupon-MBSDetails-methodMethod to extract the slot Coupon from the class MBSDetails
Coupon-MortgageOAS-methodA Method to access the slot Coupon
Coupon-MortgageTermStructure-methodCoupon
CouponPmtA standard generic function to get the slot CouponPmt
CouponPmt-BondCashFlows-methodMethod to get CouponPmt from S4 class BondCashFlows
CouponTypesCouponTypes is a constructor function for the CouponTypes...
CouponTypes-classAn S4 class representing the bond coupon
CPRLifeA standard generic to access the CPRLife slot of class...
CPRLife-ModelToCPR-methodA method to extract Life CPR from S4 class
CPR.To.SMMA function to convert the CPR to a single monthly mortality...
CurrentBalA standard generic function to access the slot CurrentBal
CurrentBal-MBSDetails-methodMethod to extract the slot CurrentBal from the class...
CurrentBal-setA standard generic function to replace the slot CurrentBal
CurrentBal-set-MBSDetails-methodMethod to replace the slot CurrentBal from the class...
CurtailmentA standard generic function to access the slot Curatialment...
Curtailment-PrepaymentModelFunctions-methodA method to extract the slot Curtailment from the object...
CurveSpreadsCompute Curve Spreads
CurveSpreads-classCurveSpreads
CusipA standard generic function to access the slot Cusip
Cusip-BondDetails-methodMethod to extract Cusip from an S4 class of type BondDetails
Cusip-BondTermStructure-methodCusip
Cusip-MBSDetails-methodMethod to extract the slot Cusip from the class MBSDetails
Cusip-MortgageOAS-methodA method to access the slot cusip
Cusip-MortgageTermStructure-methodCusip
DatedDateA standard generic function to access the slot DatedDate
DatedDate-BondDetails-methodMethod to extract DatedDate from an S4 class of type...
DatedDate-MBSDetails-methodMethod to extract the slot DatedDate from the class...
DefaultedPrinA standard generic function to access the slot DefaultedPrin
DefaultedPrin-MortgageCashFlow-methodMethod to extract the Defaulted Principal from class...
DefaultOrigLTVMultA standard generic function to access the slot OrigLTVMult...
DefaultOrigLTVMult-PrepaymentModelFunctions-methodA method to extract the slot OrigLTVMult from the object...
DefaultRampA standard generic function to access the slot DefaultRamp...
DefaultRamp-PrepaymentModelFunctions-methodA method to extract the slot DefaultRamp from the object...
DefaultSATOMultA standard generic function to access the slot SATOMult from...
DefaultSATOMult-PrepaymentModelFunctions-methodA method to extract the slot UpdatedMult from the object...
DefaultUpdatedLTVMultA standard generic function to access the slot UpdatedLTVMult...
DefaultUpdatedLTVMult-PrepaymentModelFunctions-methodA method to extract the slot UpdatedMult from the object...
DiscRateA generic function to access the slot DiscRate
DiscRate-setA generic function to replace the slot DiscRate
DiscRate-set-TermStructure-methodMethod to replace DiscRate from the class TermStructure
DiscRate-TermStructure-methodMethod to extract DiscRate from the class TermStructure
DollarRollDollar Roll Calculates the one-month Dollar Roll
EffConvexityA standard generic function to access the slot EffConvexity
EffConvexity-BondTermStructure-methodA method to get EffConvexity from the class BondTermStructure
EffConvexity-MortgageEffectiveMeasures-methodA method to extract the EffConvexity from class...
EffConvexity-MortgageTermStructure-methodMethod to extract EffConvexity from S4 class
EffDurationA standard generic function to access the slot EffDuration
EffDuration-BondTermStructure-methodA method to get EffDuration from the class BondTermStructure
EffDuration-MortgageEffectiveMeasures-methodA method to extract the EffDuration from class...
EffDuration-MortgageTermStructure-methodMethod to extract EffDuration from S4 class
EndCDRA standard generic function to access the slot EndCDR
EndCDR-PrepaymentModelTune-methodA method to extract EndCDR from class PrepaymentModelTune
EndingBalanceA standard generic function to access the slot EndingBalance
EndingBalance-MortgageCashFlow-methodMethod to extract the Ending Balance from class...
EndMonthA standard generic function to access the slot EndMonth
EndMonth-PrepaymentModelTune-methodA method to extract EndMonth from class PrepaymentModelTune
EstimYTMA function to estimate the yield to maturity of a standard...
FinalPmtDateA standard generic function to access the slot FinalPmtDate
FinalPmtDate-MBSDetails-methodMethod to extract the slot FinalPmtDate from the class...
FinalPmtDate-PrepaymentModel-methodA method to extract FinalPmtDate from S4 class...
FirstPmtDateA standard generic function to access the slot FirstPmtDate
FirstPmtDate-MBSDetails-methodMethod to extract the slot FirstPmtDate from the class...
FirstPmtDate-PrepaymentModel-methodA method to extract FirstPmtDate from S4 class...
FirstPrinPaymentDateA standard generic function to access the slot...
FirstPrinPaymentDate-MBSDetails-methodMethod to extract the slot FirstPrinPaymentDate from the...
FitMarketFitMarket
ForwardBondA Function to "Roll Forward a bond cusip object BondDetails
ForwardDateA generic function to access the slot Date in class...
ForwardDate-setA generic function to replace the slot Date in class...
ForwardDate-set-TermStructure-methodMethod to replace Date in the class TermStructure
ForwardDate-TermStructure-methodMethod to extract Date from the class TermStructure
ForwardPassThroughA Function to "Roll Forward" the pass through cusip object...
ForwardRateA generic function to access the slot ForwardRate
Forward.RateA function to calculate forward rates
ForwardRate-setA generic function to replace the ForwardRate in class...
ForwardRate-set-TermStructure-methodMethod to replace ForwardRate in the class TermStructure
ForwardRate-TermStructure-methodMethod to extract ForwardRate from the class TermStructure
FrequencyA standard generic function to access the slot Frequency
Frequency-BondDetails-methodMethod to extract the slot Frequency from S4 class of type...
Frequency-MBSDetails-methodMethod to extract the slot Frequency from the class...
GetUSTCurveA function to call UST constant maturity curve data from the...
GFeeBasisA standard generic function to get the value of the slot...
GFeeBasis-GFeeTypes-methodA method to get the slot GFeeBasis in the object GFeeTypes
GFeeBasis-setA standard generic function to set the value of the slot...
GFeeBasis-set-GFeeTypes-methodA method to set the value of the slot GFeeBasis in the object...
GFeeDecimalA standard generic function to get the slot GFeeDecimal
GFeeDecimal-GFeeTypes-methodA method to get the slot GFeeDecimal from the object...
GFeeDecimal-setA standard generic function to set the value of the slot...
GFeeDecimal-set-GFeeTypes-methodA method to set the slot GFeeDecimal in the object GFeeTypes
GFeeDecimalStringA standard generic functon to get the slot GFeeDecimalString
GFeeDecimalString-GFeeTypes-methodA method to get the slot GFeeDecimalString in the object...
GFeeDecimalString-setA standard generic function to set the slot GFeeDecimalString
GFeeDecimalString-set-GFeeTypes-methodA method to set the value of the slot GFeeDecimalString in...
GFeePremiumA standard generic function to access the slot of GFeePremium
GFeePremium-MBSDetails-methodMethod to extract the slot GFee from the class MBSDetails
GFeePremium-MortgageCashFlow-methodMethod to extract the GFeePremium from the class...
GFeeTypesGFeeTypes is a constructor function for the class GFeeTypes
GFeeTypes-classAn S4 class representing GFee (guarantee fee) GFeeTypes
GWacA standard generic function to access the slot GWac
GWacBasisA standard generic function to get the slot GWacBasis
GWacBasis-GWacTypes-methodA method to get the value of GWacBasis slot in the object...
GWacBasis-setA standard generic function to set the slot GwacBasis
GWacBasis-set-GWacTypes-methodA method to set the value of GWacBasis slot in the object...
GWacDecimalA standard generic function to get the slot GWacDecimal
GWacDecimal-GWacTypes-methodA method to get GWacDecimal from the object GWacTypes
GWacDecimal-setA standard generic function to set the value of slot...
GWacDecimal-set-GWacTypes-methodA method to set the vlaue of GWacDecimal slot in the object...
GWacDecimalStringA standard generic function to get the slot GWacDecimalString
GWacDecimalString-GWacTypes-methodA method to get the value of the slot GWacDecimalString slot...
GWacDecimalString-setA standard generic function to set the slot GWacDecimalString
GWacDecimalString-set-GWacTypes-methodA method to set the value of GWacDecimalString slot in the...
GWac-MBSDetails-methodMethod to extract the slot GWac from the class MBSDetails
GWacTypesGWacTypes is a constructor function for the GwacTypes class
GWacTypes-classAn S4 class representing the borrower Gwac borrower (note...
HorizonBondA connection function to the horizon bond object
HorizonCurrBalHorizonCurrBal generic
HorizonCurrBal-BondReturn-methodHorizonCurrBal method, class BondReturn
HorizonCurrBal-MortgageReturn-methodHorizonCurrBal method, class MortgageReturn
HorizonMBSA connection function to the horzon MBS pass-though object
HorizonMosHorizonMos generic
HorizonMos-BondReturn-methodHorizonMos method, class BondReturn
HorizonMos-MortgageReturn-methodHorizonMos method, class MortgageReturn
HorizonPriceHorizonPrice generic
HorizonPrice-BondReturn-methodHorizonPrice method, class BondReturn
HorizonPrice-MortgageReturn-methodHorizonPrice method, class MortgageReturn
HorizonReturnHorizonPrice generic
HorizonReturn-BondReturn-methodHorizonReturn method, class BondReturn
HorizonReturn-MortgageReturn-methodHorizonReturn method, class MortgageReturn
HPISimA function to simulate home prices given a short-term rate
IDA standard generic function to access the slot ID
ID-BondDetails-methodMethod to extract ID from an S4 class of type BondDetails
ID-MBSDetails-methodMethod to extract the slot ID from the class MBSDetails
IncentiveA standard generic function to access the slot Incentive
IncentiveFastBetaA standard generic function to access the slot...
IncentiveFastBeta-PrepaymentModelTune-methodA method to extract Incentive.Fast.beta from class...
IncentiveFastEtaA standard generic function to access the slot...
IncentiveFastEta-PrepaymentModelTune-methodA method to extract Incentive.Fast.beta from class...
IncentiveFastThetaOneA standard generic function to access the slot...
IncentiveFastThetaOne-PrepaymentModelTune-methodA method to extract Incentive.Fast.theta.1 from class...
IncentiveFastThetaTwoA standard generic function to access the slot...
IncentiveFastThetaTwo-PrepaymentModelTune-methodA method to extract Incentive.Fast.theta.2 from class...
Incentive-PrepaymentModel-methodA method to extract Incentive from S4 class PrepaymentModel
IncentiveSlowBetaA standard generic function to access the slot...
IncentiveSlowBeta-PrepaymentModelTune-methodA method to extract Incentive.Slow.beta from class...
IncentiveSlowEtaA standard generic function to access the slot...
IncentiveSlowEta-PrepaymentModelTune-methodA method to extract Incentive.Slow.eta from class...
IncentiveSlowThetaOneA standard generic function to access the slot...
IncentiveSlowThetaOne-PrepaymentModelTune-methodA method to extract Incentive.Slow.theta.1 from class...
IncentiveSlowThetaTwoA standard generic function to access the slot...
IncentiveSlowThetaTwo-PrepaymentModelTune-methodA method to extract Incentive.Slow.theta.2 from class...
IndexA standard generic function to access the slot Index
Index-MBSDetails-methodMethod to extract the slot Index from the class MBS Details
InitialInterestA standard generic function to access the slot...
InitialInterest-MBSDetails-methodMethod to extract the slot InitialInterest from the class...
InterestOnlyPeriodA standard generic function to access the slot...
InterestOnlyPeriod-MBSDetails-methodMethod to extract the slot InterestOnlyPeriod from the class...
is.leapyearIs leap year
IssueDateA standard generic function to access the slot IssueDate
IssueDate-BondDetails-methodMethod to extract IssueDate from an S4 class of type...
IssueDate-MBSDetails-methodMethod to extract the slot IssueDate from the class...
IssuerA generic function to access the slot Issuer
Issuer-BondDetails-methodMethod to extract Issuer from an S4 class of type BondDetails
Issuer-BondTermStructure-methodIssuer
Issuer-MBSDetails-methodMethod to extreact the slot Issuer from the class MBSDetails
Issuer-MortgageOAS-methodA method to access the slot Issuer
Issuer-MortgageTermStructure-methodIssuer
KeyRateConvexityA standard generic function to access the slot...
KeyRateConvexity-BondTermStructure-methodA method to get KeyRateConvexity from the class...
KeyRateConvexity-MortgageTermStructure-methodMethod to extract the KeyRateConvexity from S4 class
KeyRateDurationA standard generic function to access the slot...
KeyRateDuration-BondTermStructure-methodA method to get KeyRateDuration from the class...
KeyRateDuration-MortgageTermStructure-methodMethod to extract the KeyRateDuration from S4 class
KeyRateTenorA standard generic function to access the slot KeyRateTenor
KeyRateTenor-BondTermStructure-methodA method to get KeyRateTenor from the class BondTermStructure
KeyRateTenor-MortgageTermStructure-methodMethod to get the KeyRateTenor from S4 class
LastandNextPmtDatefunction to determine the last and next payment date of a...
LastPmtDateA standard generic function to access the slot LastPmtDate
LastPmtDate-BondDetails-methodMethod to extract LastPmtDate from an S4 class of type...
LastPmtDate-MBSDetails-methodMethod to extract the slot LastPmtDate from the class...
LastPmtDate-PrepaymentModel-methodA method to extract LastPmtDate from S4 class PrepaymentModel
LastPmtDate-setA standard generic function to replace the slot LastPmtDate
LastPmtDate-set-BondDetails-methodMethod to replace the slot LastPmtDate from class BondDetails
LastPmtDate-set-MBSDetails-methodMethod to replace slot LastPmtDate from in class MBSDetails
LoanAgeA standard generic function to access the slot LoanAge
LoanAge-PrepaymentModel-methodA method to extract LoanAge from S4 class PrepaymentModel
LossAmountA standard generic function to access the slot LossAmount
LossAmount-MortgageCashFlow-methodMethod to extract the Defaulted Principal from class...
MakeBondDetailsMakeBondDetails
MakeMBSDetailsMakeMBSDetails
MakeModelFunctionsA constructor function to create the PrepaymentModelFunctions...
MakeModelTuneA constructor function to create the prepayment model tuning...
MarginA standard generic function to access the slot Margin
Margin-MBSDetails-methodMethod to extract the slot Margin from the class MBSDetails
MaturityA standard generic function to access the slot Maturity
Maturity-BondDetails-methodMethod to extract Maturity from an S4 class of type...
Maturity-MBSDetails-methodMethod to extract the slot Maturity from the class MBSDetails
MaxOrigLTVA standard generic functin to access the slot MaxOrigLTV
MaxOrigLTV-PrepaymentModelTune-methodA method to extract the MaxOrigLTV from class...
MaxOrigMultiplierA standard generic function to access the slot...
MaxOrigMultiplier-PrepaymentModelTune-methodA method to extract the MaxOrigMultiplier from class...
MBSquery sql lite MBS cusip database
MBSDetailsMBSDetails
MBSDetails-classAn S4 class to represent a mortgage pass-through security
MBSFactorA standard generic function to access the slot MBSFactor
MBSFactor-MBSDetails-methodMethod to extract the slot MBSFactor from the class...
MBSFactor-setA standard generic function to replace the slot MBSFactor
MBSFactor-set-MBSDetails-methodMethod to replace the slot MBSFactor from the class...
MDRA standard generic function to access the slot MDR
MDR-PrepaymentModel-methodA method to extract MDR from S4 class PrepaymentModel
MDR-setA standard generic function to replace the value of the slot...
MDR-set-PrepaymentModel-methodA method to replace the MDR value in the class...
MinOrigLTVA standard generic function to access the slot MinOrigLTV
MinOrigLTV-PrepaymentModelTune-methodA method to extract the MinOrigLTV from class...
MinOrigMultiplierA standard generic function to access the slot...
MinOrigMultiplier-PrepaymentModelTune-methodA method to extract the MinOrigMultiplier from class...
ModDurationA standard generic function to access the slot ModDuration
ModDuration-BondCashFlows-methodMethod to get ModDuration from S4 class BondCashFlows
ModDuration-MortgageCashFlow-methodMethod to extract Modified Duration from S4 class...
ModelA standard generic function to access the slot Model
ModelFunctionsA connection function read the Prepayment Model Folder...
Model-MBSDetails-methodMethod to extract the slot Model from the class MBSDetails
ModelToCPRConverts a mortgage prepayment model vector to a CPR measure
ModelToCPR-classAn S4 class to hold CPRLife value
ModelTuneA connection function to read the PrepaymentModel model...
MonteCarloMeanReversionMonteCarloMeanReversion
MonthlyInterestA generic function to access the slot MonthlyInterest
MonthlyInterest-MortgageCashFlow-methodMethod to extract the MonthlyInterest from class...
MonthlyPmtA standard generic function to access the slot MonthlyPmt
MonthlyPmt-MortgageCashFlow-methodMethod to extract the MonthlyPmt from class MortgageCashFlow
MoodyRatingA standard generic function to access the slot Moody
MoodyRating-BondDetails-methodMethod to extract Moody rating from S4 class of type...
MoodyRating-MBSDetails-methodMethod to extract the slot Moody from the class MBSDetails
MortgageCashFlowA function to compute the cash flow of a pool of securitized...
MortgageCashFlowArrayA function to pass a mortgage cashflow array to computation...
MortgageCashFlowArray-classAn S4 Class a mortgage cashflow array
MortgageCashFlow-classAn S4 class MortgageCashFlow containing cashflow data for a...
MortgageEffectiveMeasuresA function to calculate mortgage effective duration and...
MortgageEffectiveMeasures-classAn S4 class MortgageEffectiveMeasures
Mortgage.Monthly.PaymentA function to calculate the monthly payment of a mortgage
MortgageOASMortgage PassThrough Option Adjusted Spread
MortgageOAS-classmortgage oas class
MortgageRateA constructor function for the class Mortgage Rate
MortgageRate-classAn S4 class whose slots are functions used to propogate the...
MortgageReturn-classMortgageReturn class
MortgageScenarioMortgage Scenario Analysis
MortgageScenario-classMortgageScenario class
MortgageTermStructure-classAn S4 class MortgageTermStructure
MtgRateA connection function to the Prepayment model folder to call...
MtgRateFwdA standard generic function to access the slot MtgRateFwd
MtgRateFwd-PrepaymentModel-methodA method to extract MtgRateFwd from S4 class PrepaymentModel
MtgTermStructureA function to calculate mortgage key rate duration and...
NameA standard generic to access the slot Name
Name-Scenario-methodScenario Name
NextPmtDateA standard generic function to access the slot NextPmtDate
NextPmtDate-BondDetails-methodMethod extract the slot NextPmtDate from class BondDetails
NextPmtDate-MBSDetails-methodMethod to extract the slot NextPmtDate from the class...
NextPmtDate-setA standard generic function to replace the slot NextPmtDate
NextPmtDate-set-BondDetails-methodMethod to replace the slot NextPmtDate from class BondDetails
NextPmtDate-set-MBSDetails-methodMethod to extract the slot NextPmtDate from the class...
NoteRateA standard generic function to access the slot NoteRate
NoteRate-PrepaymentModel-methodA method to extract NoteRate from S4 class PrepaymentModel
OACA standard generic to access the slot OAC
OAC-MortgageOAS-methodA Method to access the slot OAC
OADA standard generic to access the slot OAD
OAD-MortgageOAS-methodA Method to access the slot OAD
OASA standard generic to access the slot OAS
OAS-MortgageOAS-methodA Method to access the slot OAS
OASRatesArrayOption Adjusted Spread Rates Array
OfferAmountA standard generic function to get the par amount isssued...
OfferAmount-BondDetails-methodMethod to get OfferAmount from an S4 class of type...
OriginalBalA standard generic function to access the slot OriginalBal
OriginalBal-MBSDetails-methodMethod to extract the slot OriginalBal from the class...
OrigLoanBalA standard generic function to access the slot OrigLoanBal
OrigLoanBal-MBSDetails-methodMethod to extract the slot OrigLoanBal from the class...
OrigLTVA standard generic function to access the slot OrigLTV
OrigLTV-MBSDetails-methodMethod to extract the slot OrigLTV from the class MBSDetails
PassThroughInterestA generic function to access the slot PassThroughInterest
PassThroughInterest-MortgageCashFlow-methodMethod to extract the PassThroughInterest from class...
PaymentDateA function to determine bond payment date
PaymentDelayA standard generic function to access the slot PaymentDelay
PaymentDelay-MBSDetails-methodMethod to extract the slot PaymentDelay from the class...
PeakCDRA standard generic functin to access the slot PeakCDR
PeakCDR-PrepaymentModelTune-methodA method to extract PeakCDR from class PrepaymentModelTune
PeakMonthA standard generic function to access the slot PeakMonth
PeakMonth-PrepaymentModelTune-methodA method to extract PeakMonth from class PrepaymentModelTune
PeriodA standard generic function to access the slot Period
Period-BondCashFlows-methodMethod to get Period from S4 class BondCashFlows
Period-MortgageCashFlow-methodMethod to extract Period from S4 class MortgageCashFlow
Period-PrepaymentModel-methodA method to extract Period from S4 class PrepaymentModel
Period-seta generic function to replace the slot Period
Period-set-TermStructure-methodMethod to replace Period in S4 class TermStructure
Period-TermStructure-methodMethod to extract Period from S4 class TermStructure
PlateauMonthsA standard generic function to access the slot PlateauMonths
PlateauMonths-PrepaymentModelTune-methodA method to extract PlateauMonths from class...
plotkrcPlot Key Rate Convexity
plotkrc-MortgageTermStructure-methodPlot Mortgage Key Rate Convexity
plotkrdPlot Key Rate Duration
plotkrd-MortgageTermStructure-methodPlot Mortgage Key Rate Duration
PlotOASgeneric function to plot OAS
PlotOAS-MortgageOAS-methodMethod to plot MortgageOAS spread distribution
PMIA standard generic function to access the slot PMI
PMIBasisA standard generic function to acees the slot PMIBasis
PMIBasis-PMITypes-methodA method to get the slot PMIBasis from the object PMITypes
PMIBasis-setA standard generic function to set the value of the slot...
PMIBasis-set-PMITypes-methodA method to set the value of the slot PMIBasis in the object...
PMIDecimalA standard generic function to get the slot PMIDecimal
PMIDecimal-PMITypes-methodA method to get the slot PMIDecimal from the object PMITypes
PMIDecimal-setA standard generic function to set the value of the slot...
PMIDecimal-set-PMITypes-methodA method to set the value of the slot PMIBasis in the object...
PMIDecimalStringA standard generic function to get the slot PMIDecimalString
PMIDecimalString-PMITypes-methodA method to get the slot PMIDecimalString from the object...
PMIDecimalString-setA standard generic function to set the value of the slot...
PMIDecimalString-set-PMITypes-methodA method to set the value of the slot PMIDecimalString in the...
PMI-MBSDetails-methodMethod to extract the slot PMI from the class MBSDetails
PMIPremiumA standard generic function to access the slot of PMIPremium
PMIPremium-MortgageCashFlow-methodMethod to extract the PMIPremium from the class...
PMITypesPMITypes is a constructor function for the PMITypes class
PMITypes-classAn S4 class representing PMI (primary mortgage insurance)...
PmtDateA standard generic function to access the slot PmtDate
PmtDate-BondCashFlows-methodMethod to get PmtDate from S4 class BondCashFlows
PmtDate-MortgageCashFlow-methodMethod to extract PmtDate from S4 class MortgageCashFlow
PmtDate-PrepaymentModel-methodA method to extract PmtDate from S4 class PrepaymentModel
PPCEndA standard generic function to access the slot PPCEnd
PPCEnd-PrepaymentModel-methodA method to extract PPCEnd from S4 class PrepaymentModel
PPC.RampA function to calculate the PPC ramp
PPCSeasoningA standard generic function to access the slot PPCSeasoning
PPCSeasoning-PrepaymentModel-methodA method to extract PPCSeasoning from S4 class...
PPCStartA standard generic function to access the slot PPCstart
PPCStart-PrepaymentModel-methodA method to extract PPCStart from S4 class PrepaymentModel
PrepaidPrinA generic function to access to the slot PrepaidPrin
PrepaidPrin-MortgageCashFlow-methodMethod to extract Prepaid Principal from class...
PrepaidPrinReceivedPrepaidPrinReceived generic
PrepaidPrinReceived-MortgageReturn-methodPrepaidPrinReceived method, class MortgageReturn
PrepaymentAssumptionA standard generic function to access the slot...
PrepaymentAssumption-PrepaymentModel-methodA method to extact PrepaymentAssumption from S4 class...
PrepaymentModelA contstructor function for the PrepaymentModel object
PrepaymentModel-classA S4 Class prepayment vectors which are passed to cash flow...
PrepaymentModelFunctionsA constructor function for the class ModelFunctions
PrepaymentModelFunctions-classAn S4 class PrepaymentModelFunctions containing functions for...
PrepaymentModelTune-classAn S4 class representing the prepayment model tuning...
PrepaymentScenarioA generic function to access the slot PrepaymentScenario
PrepaymentScenario-PriceYieldScenarioSet-methodA method to extract the PrepaymentScenario from class...
PrepaymentTypeA generic functon to access the slot PrepaymentType
PrepaymentType-PriceYieldScenarioSet-methodA method to extract the PrepaymentType from class...
PriceA standard generic function to access the slot Price
Price32ndsA standard generic function to get the slot Price32nds
Price32nds-PriceTypes-methodA method to extract Price32nds from slot of class PriceTypes
Price32nds-setA standard generic function to set the slot Price32nds
Price32nds-set-PriceTypes-methodA method to set Price32nds in slot of class PriceTypes
PriceBasisA standard generic to get the slot PriceBasis
PriceBasis-PriceTypes-methodA method to extract PriceBasis from slot of class PriceTypres
PriceBasis-setA standard generic to set the slot PriceBasis
PriceBasis-set-PriceTypes-methoda method to set PriceBasis from slot of class PriceTypes
Price-BondCashFlows-methodMethod to get Price from S4 class
PriceDecimalA standard generic function get the slot PriceDecimal
PriceDecimal-PriceTypes-methodA method to extract PriceDecimal from slot of class...
PriceDecimal-setA standard generic function to set the slot PriceDecimal
PriceDecimal-set-PriceTypes-methodA method to set PriceDecimal in slot of class PriceTypes
PriceDecimalStringA standard generic to get the slot PriceDecimalString
PriceDecimalString-PriceTypes-methodA method to extract PriceDecimalString from slot of class...
PriceDecimalString-setA standard generic to set the slot PriceDecimalString
PriceDecimalString-set-PriceTypes-methodA method to set PriceDecimalString from slot of class...
Price-MortgageCashFlow-methodMethod to extract Price from S4 class MortgageCashFlow
PriceTypesPriceTypes is a constructor function for the class PriceTypes
PriceTypes-classAn S4 class representating bond price
PriceYieldScenariogeneric function to access both slots of PrepaymentScenario
PriceYieldScenario-PriceYieldScenarioSet-methodA method to extract a Price/Yield Scenario Pair
PriceYieldScenarioSetA function to convert Price Yield data to class...
PriceYieldScenarioSet-classAn S4 class PassThroughScenarios
PrincipalOutstandingA standard generic function to get the slot...
PrincipalOutstanding-BondCashFlows-methodMethod to get PrincipalOutstanding from S4 class...
PrincipalPmtDateA function to report the first and last principal payment...
PrincipalReceivedPrincipalReceived generic
PrincipalReceived-BondReturn-methodPrincipalReceived method, class BondReturn
PutableA standard generic function to get the slot Putable
Putable-BondDetails-methodMethod to extract the slot Putable from S4 class of type...
RatesA connection function to the RatesData folder to call swap...
RDMEFactorA read connection to RDME folder
ReadRAIDA connection function to read the RAID information
RecoveredAmountA standard generic function to access the slot...
RecoveredAmount-MortgageCashFlow-methodMethod to extract the Recovered Amount from class...
ReinvestmentIncomeReinvestmentIncome generic
ReinvestmentIncome-BondReturn-methodReinvestmentIncome method, class BondReturn
ReinvestmentIncome-MortgageReturn-methodReinvestmentIncome method, class MortgageReturn
Remain.BalanceA function to compute the remaining balance of a mortgage
REMICDealA read connection function to the REMICData folder
REMICGroupConnA connection function to the groups folder
REMICSchedulesA connection function to the REMICSchedules Data calls REMIC...
REMICWaterFallA connection function to the REMICWaterFall source script
SATOA standard generic function to access the slot SATO
SATOBetaA standard generic function to access the slot SATO.beta
SATOBeta-PrepaymentModelTune-methodA method to extract the SATO.beta from class...
SATO-MBSDetails-methodMethod to extract the slot SATO from the class MBSDetails
SaveBondA connection function to BondData folder saved MBS cusip...
SaveCollGroupA connection functon to the Groups folder
SaveMBSA connection function to BondData folder saved MBS cusip...
SaveModelFunctionsA connection function to save the Prepayment Model...
SaveModelTuneA connection function to save the PrepaymentModel model...
SaveMortgageRateA connection function to save the PrepaymentModel model...
SaveRAIDA connection function to save the RAID information
SaveRDMEA save connection to the RDME folder
SaveREMICA save connection to the REMICData folder
SaveScenarioA save connection function to the interest rate scenario data...
SaveSchedulesA connection function to the schedules folder
SaveTrancheA connection function to save Tranche Details information
SaveTranchesA connection function used to assemble the deal tranches as a...
ScenarioA constructor function of the class Scenario
ScenarioCallA read connection function to the interest rate scenario data...
Scenario-classAn S4 class Scenario
ScenarioFormulaA standard generic to access the slot Formula
ScenarioFormula-Scenario-methodA Method to extract the scenario formula from an S4 class...
Sched.PrinA function to calculate the scheduled principal of mortgage
ScheduledPrinA generic function to access the slot ScheduledPrin
ScheduledPrin-MortgageCashFlow-methodMethod to extract the ScheduledPrin from class...
ScheduledPrinReceivedScheduledPrincipalReceived generic
ScheduledPrinReceived-MortgageReturn-methodScheduledPrinReceived method, class MortgageReturn
SDARampStandard default assumption ramp
SeasonalFactorsA standard generic function to access the slot...
SeasonalFactors-PrepaymentModelFunctions-methodA method to extract the slot SeasonalFactors from the object...
SeasonalityAlphaA standard generic function to access the slot...
SeasonalityAlpha-PrepaymentModelTune-methodA method to extract Seasonality.alpha from class...
SeasonalityThetaA standard generic function to access the slot...
SeasonalityTheta-PrepaymentModelTune-methodA method to extract Seasonality.theta from class...
SeasonalsSeasonal Factor
SeasoningRampA standard generic function to access the slot SeasoningRamp...
SeasoningRamp-PrepaymentModelFunctions-methodA method to extract the slot SeasoningRamp from the object...
SectorA standard generic function to access the slot Sector
Sector-BondDetails-methodMethod to extract Sector from an S4 class of type BondDetails
Sector-MBSDetails-methodMethod to extract the slot Sector from the class MBSDetails
ServicingA standard generic function to access the slot BalloonPmt
ServicingFeeBasisA standard generic function to get the value of the slot...
ServicingFeeBasis-ServicingFeeTypes-methodA method to get the slot ServicingFeeBasis from the object...
ServicingFeeBasis-setA standard generic function to set the value of the slot...
ServicingFeeBasis-set-ServicingFeeTypes-methodA method to set the slot ServicingFeeBasis in object...
ServicingFeeDecimalA standard generic function to get the slot...
ServicingFeeDecimal-ServicingFeeTypes-methodA method to get the slot ServicingFeeDecimal from the object...
ServicingFeeDecimal-setA standard generic function to set the value of the slot...
ServicingFeeDecimal-set-ServicingFeeTypes-methodA method to set the slot ServicingFeeBasis in the object...
ServicingFeeDecimalStringA standard generic function to get the value of the slot...
ServicingFeeDecimalString-ServicingFeeTypes-methodA method to get the slot ServicingFeeDecimalString from the...
ServicingFeeDecimalString-setA standard generic function to set the value of the slot...
ServicingFeeDecimalString-set-ServicingFeeTypes-methodA method to set the slot ServicingFeeDecimalString in the...
ServicingFeeTypesServicingFeeTypes is constructor function for the...
ServicingFeeTypes-classAn S4 class representing ServicingFee Types
ServicingIncomeA standard generic function to access the slot of...
ServicingIncome-MortgageCashFlow-methodMethod to extract the Servicing Income from the class...
Servicing-MBSDetails-methodMethod to extract the slot Servicing from the class...
SeverityA standard generic function to access the slot Severity
Severity-PrepaymentModel-methodA method to extract Severity from class PrepaymentModel
ShiftbpsA standard generic to access the slot Shiftbps
Shiftbps-Scenario-methodA Method to extract Shiftbps from an S4 class Scenario
ShiftTypeA standard generic to access the slot ShiftType
ShiftType-Scenario-methodA Method to extract ShiftType from an S4 class Scenario
SimCurveSimCurve Yield Curve Simulation
SimRatesSimRates
SinkingFundA standard generic function to get the slot SinkingFund
SinkingFund-BondDetails-methodMethod to extract the slot SinkingFund from S4 class of type...
SMMA standard generic function to access the slot SMM
SMM-PrepaymentModel-methodA method to extract SMM from S4 class PrepaymentModel
SMM-setA standard generic function to replace the values of the slot...
SMM-set-PrepaymentModel-methodA method to replace SMM value in the class PrepaymentModel
SMM.To.CPRConvert the single monthly mortality rate SMM to CPR
SMMVector.To.CPRA function to convert a time series of SMM to CPR
SolveSpotSpreadA function to solve for the spread to the spot rate curve
SplitFloaterInverseSplit Bond to Floater Inverse Floater
SpotRateA generic function to access the slot SpotRate in class...
SpotRate-setA generic function to replace slot SpotRate
SpotRate-set-TermStructure-methodMethod to replace SpotRate in the class TermStructure
SpotRate-TermStructure-methodMethod to extract SpotRate from the class TermStructure
SPRatingA standard generic function to access the slot SP
SPRating-BondDetails-methodMethod to extract SP rating from S4 class of type BondDetails
SPRating-MBSDetails-methodMethod to extract the slot SP from the class MBSDetails
SpreadBasisA standard generic function to get the slot SpreadBasis
SpreadBasis-setA standard generic function to set the value of the slot...
SpreadBasis-set-SpreadTypes-methodA method to set the value of the slot SpreadBasisString of...
SpreadBasis-SpreadTypes-methodA method to get the value of the slot SpreadBasisString from...
SpreadDecimalA standard generic function to get the slot SpreadDecimal
SpreadDecimal-setA standard generic function to set the value of the slot...
SpreadDecimal-set-SpreadTypes-methodA method to set the value of the slot SpreadDecimalBasis of...
SpreadDecimal-SpreadTypes-methodA method to get the value of the slot SpreadDecimal from the...
SpreadDecimalStringA standard generic function to get the slot...
SpreadDecimalString-setA standard generic function to set the value of the slot...
SpreadDecimalString-set-SpreadTypes-methodA method to set the value of the slot SpreadDecimalString of...
SpreadDecimalString-SpreadTypes-methodA method to get the value of the slot SpreadDecimalString...
SpreadsA standard generic to access the slot Spreads
Spreads-MortgageOAS-methodA Method to access the slot Spreads
SpreadToBenchmarkA standard generic function to access SpreadToBenchmark
SpreadToBenchmark-CurveSpreads-methodSpread To Benchmark
SpreadToCurveA standard generic function to access SpreadToCurve
SpreadToCurve-CurveSpreads-methodSpread To curve
SpreadToPriceBondSpread to Price Bond
SpreadToPriceMBSSpread To Price MBS
SpreadTypesSpreadTypes is a constructor function for the class...
SpreadTypes-classA S4 class representing SpreadTypes (Spread the the Curve)
SubtractMonthsA function to subtract months to a date
TenYearForwardA generic function to access the slot TenYearForward in class...
TenYearForward-setA generic function to replace the slot TenYearForward in...
TenYearForward-set-TermStructure-methodMethod to replace the TenYearForward in the class...
TenYearForward-TermStructure-methodMethod to extract the TenYearForward from the class...
TermA standard generic function to access the slot Term
Term-BondTermStructure-methodMaturity
Term-MBSDetails-methodMethod to extract the slot Term from the class MBSDetails
Term-MortgageOAS-methodA Method to access the slot Term
Term-MortgageTermStructure-methodTerm
TermStructureThe TermStructure constructor function it is a wrapper...
TermStructure-classAn S4 class the term structure data needed to price bonds
TimePeriodA standard generic function to access the slot TimePeriod
TimePeriod-BondCashFlows-methodMethod to get TimePeriod from S4 class BondCashFlows
TimePeriod-MortgageCashFlow-methodMethod to extract the TimePeriod from class MortgageCashFlow
TimePeriod-setA standard generic function to replace the slot TimePeriod
TimePeriod-set-TermStructure-methodMethod to replace TimePeriod in the class TermStructure
TimePeriod-TermStructure-methodMethod to get TimePeriod in the class TermStructure
TimeValueA function to compute the time value of money A standard...
TotalCashFlowA standard generic function to access the slot of...
TotalCashFlow-BondCashFlows-methodMethod to get TotalCashFlow from S4 class BondCashFlows
TotalCashFlow-MortgageCashFlow-methodMethod to extract the TotalCashFlow from the class...
TradeDateA generic function to access the slot TradeDate
TradeDate-setA generic function to replace the slot TradeDate
TradeDate-set-TermStructure-methodMethod to replace TradeDate in class TermStructure
TradeDate-TermStructure-methodMethod to extract TradeDate from the class TermStructure
TurnoverHousing Turnover
TurnoverAlphaA standard generic function to access the slot Turnover.alpha
TurnoverAlpha-PrepaymentModelTune-methodA method to extract Turnover.alpha from class...
TurnoverBetaA standard generic function to access the slot Turnover.beta
TurnoverBeta-PrepaymentModelTune-methodA method to extract Turnover.beta from class...
TurnoverRateA standard generic function to access the slot TuroverRate
TurnoverRate-PrepaymentModelFunctions-methodA method to extract the slot TurnoverRate from the object...
TurnoverRate-PrepaymentModelTune-methodA method to extract TurnoverRate from class...
TurnoverThetaA standard generic function to access the slot Turnover.theta
TurnoverTheta-PrepaymentModelTune-methodA method to extract Turnover.theta from class...
TwoYearForwardA generic function to access the slot TwoYearForward in class...
TwoYearForward-setA generic function to replace the slot TwoYearForward in...
TwoYearForward-set-TermStructure-methodMethod to replace the TwoYearForward in the class...
TwoYearForward-TermStructure-methodMethod to extract the TwoYearForward from the class...
TypeA standard generic to access the slot Type
Type-Scenario-methodA Method to extract scenario type from an S4 class Scenario
ULTVFunction to calculate the updated loan to value
UnderwriterA generic function to access the slot Underwriter
Underwriter-BondDetails-methodMethod to extract Underwriter from an S$ class of type...
Underwriter-MBSDetails-methodMethod to extract the slot Underwriter from the class...
UpdatedLTVBetaA standard generic function to access the slot...
UpdatedLTVBeta-PrepaymentModelTune-methodA method to extract the UpdatedLTV.beta from class...
USTRateA function to read and convert a .csv data file of swap rates...
USTRateDataA function to read and convert a .csv data file of UST rates...
ValidPriceYieldScenarioSetA function to test the validity of PriceYieldScenarioSet...
WALA standard generic function to access the slot WAL
WALAA standard generic function to access the slot WALA
WALA-MBSDetails-methodMethod to extract the slot WALA from the class MBSDetails
WALA-setA standard generic function to replace the slot WALA
WALA-set-MBSDetails-methodMethod to replace the slot WALA in the class MBSDetails
WAL-BondCashFlows-methodMethod to get WAL from S4 class
WAL-MortgageCashFlow-methodMethod to extract WAL from S4 class MortgageCashFlow
WAMA standard generic function to access the slot WAM
WAM-MBSDetails-methodMethod to extract the slot WAM from the class MBSDetails
WAM-setA standard generic function to replace the slot WAM
WAM-set-MBSDetails-methodMethod to replace the slot WAM in the class MBSDetails
YieldBasisA standard generic function to get the slot YieldBasis
YieldBasis-setA standard generic function set the value in the slot...
YieldBasis-set-YieldTypes-methodA method to set the value of the slot YieldBasis
YieldBasis-YieldTypes-methodA method to extract the slot YieldBasis from the class...
YieldDecimalA standard generic function to get the slot YieldDecimal
YieldDecimal-setA standard generic function to set the value in the slot...
YieldDecimal-set-YieldTypes-methodA method to set the vlaue in the slot YieldDecimal
YieldDecimalStringA standard generic function to get the slot...
YieldDecimalString-setA standard generic function to set the value in the slot...
YieldDecimalString-set-YieldTypes-methodA method to set the slot YieldDecimalstring from the class...
YieldDecimalString-YieldTypes-methodA method to extract the slot YieldDecimalString from the...
YieldDecimal-YieldTypes-methodA method to extract the slot YieldDecimal from the class...
YieldToMaturityA standard generic function to access the slot...
YieldToMaturity-BondCashFlows-methodMethod to get YieldToMaturity from S4 class BondCashFlows
YieldToMaturity-MortgageCashFlow-methodMethod to extract YieldToMaturity from S4 class...
YieldTypesYieldTypes is the constructor function for the class...
YieldTypes-classA S4 class representing yield to maturity
ZeroVolSpreadA standard generic function to access ZeroVol Spread
ZeroVolSpread-CurveSpreads-methodZero Volatility Spread
ZeroVolSpread-MortgageOAS-methodA Method to access the slot ZeroVolSpread
glennmschultz/BondLab documentation built on Oct. 22, 2017, 9:02 a.m.