BillCashFlows-class: An S4 class representing standared bill cash flows

In glennmschultz/BondLab: BondLab is a package for the analysis of fixed-income securities

Description

An S4 class representing standared bill cash flows

Slots

Price

a character the price of the bill

Discount

a numeric value the discount rate

YieldToMaturity

a numeric value the bill yield expressed as semi-annual bond equivalent

WAL

a numeric value the weighted average life of the bond

ModDuration

a numeric value the bill modified duration

Convexity

a numeric value the bill convexity

Period

a numeric value the index of the payment to the investor

PmtDate

a character string the payment date to the investor the format is mm-dd-YYYY.

TimePeriod

a numeric value the time period between payment dates made to the investor.

PrincipalOutstanding

a numeric value the outstanding principal balance

CouponPmt

a numeric value the outstanding principal balance

TotalCashFlow

a numeric value the sum of the principal and interest payment made in each period.

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