Description Usage Arguments See Also
Applies the correct bond basis (day count) convention to interest calculations. Currently supported bond day count conventions:
'30360' Agency MBS
'30E360' European 30360
'Actual360' used in money market
'Actual365'
'ActualActual'
1 2 3 4 5 6 7 8 9 | BondBasisConversion(
issue.date,
start.date,
end.date,
settlement.date,
lastpmt.date,
nextpmt.date,
type
)
|
issue.date |
A date object, the issue date of the security |
start.date |
A date object, the start date for interest payment |
end.date |
A date object, the final payment date |
settlement.date |
A date object, the settlement date |
lastpmt.date |
A date object, the last payment date |
nextpmt.date |
A date object, the next payment date to the investor |
type |
a character vector the interest basis day count type |
Other BondBasis:
ActFactor()
,
ActualFactor()
,
is.leapyear()
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