ActFactor: Act/Act day count

Description Usage Arguments See Also

View source: R/BondBasis.R

Description

Calculate Act/Act factor IMCA. used for UST corporates, etc

Usage

1
ActFactor(settlement.date, lastpmt.date, nextpmt.date, ..., start.date = NULL)

Arguments

settlement.date

the settlement date

lastpmt.date

the last payment bond coupon and or principal payment date

nextpmt.date

the next bond coupon and or principal payment date

...

option value used to compute time between payments

start.date

the dated date of the bond or alternatively the settlement date. the default value is null.

See Also

Other BondBasis: ActualFactor(), BondBasisConversion(), is.leapyear()


glennmschultz/BondLab documentation built on May 11, 2021, 5:29 p.m.