BenchMark-CurveSpreads-method: BenchMark (Pricing)
In glennmschultz/BondLab: BondLab is a package for the analysis of fixed-income securities
Description
Usage
Arguments
See Also
Description
Get the pricing benchmark. The pricing benchmark is the nearest
marutity along the pricing curve to the weighted average life of the bond.
Usage
1
2
## S4 method for signature 'CurveSpreads'
BenchMark(object)
Arguments
object
An object of the type CurveSpreads
See Also
Other Pricing:
BillPriceToYield(),
BillYieldToPrice(),
CurveSpreads-class,
CurveSpreads,
SpreadToBenchmark,CurveSpreads-method,
SpreadToCurve,CurveSpreads-method,
SpreadToPriceBond(),
SpreadToPriceMBS(),
ZVSpreadToPriceBond(),
ZVSpreadToPriceMBS(),
ZeroVolSpread,CurveSpreads-method
glennmschultz/BondLab documentation built on May 11, 2021, 5:29 p.m.
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Description Usage Arguments See Also
Description
Get the pricing benchmark. The pricing benchmark is the nearest marutity along the pricing curve to the weighted average life of the bond.
Usage
1 2 | ## S4 method for signature 'CurveSpreads'
BenchMark(object)
|
Arguments
object |
An object of the type CurveSpreads |
See Also
Other Pricing:
BillPriceToYield(),
BillYieldToPrice(),
CurveSpreads-class,
CurveSpreads,
SpreadToBenchmark,CurveSpreads-method,
SpreadToCurve,CurveSpreads-method,
SpreadToPriceBond(),
SpreadToPriceMBS(),
ZVSpreadToPriceBond(),
ZVSpreadToPriceMBS(),
ZeroVolSpread,CurveSpreads-method
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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