BenchMark-CurveSpreads-method: BenchMark (Pricing)

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

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## S4 method for signature 'CurveSpreads'
BenchMark(object)

Arguments

object

An object of the type CurveSpreads

See Also

Other Pricing: CurveSpreads-class, CurveSpreads, SpreadToBenchmark,CurveSpreads-method, SpreadToCurve,CurveSpreads-method, SpreadToPriceBond, SpreadToPriceMBS, ZeroVolSpread,CurveSpreads-method


glennmschultz/BondLab documentation built on Nov. 8, 2017, 6:27 p.m.