BillYieldToPrice: Yield To Price bill

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

Description

Returns the price of a bill given a bond equivalent yield and day count

Usage

BillYieldToPrice(bill.id, discount, day.count, settlement.date)

Arguments

bill.id	A character string the cusip number or bill.id
discount	A numeric value the discount rate stated as a percentage
day.count	A numeric value the day count used for pricing
settlement.date	A character the settlement date mm-dd-YYYY

See Also

Other Pricing: BenchMark,CurveSpreads-method, BillPriceToYield(), 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.