BondCashFlows-class: An S4 class representing standard bond cash flows

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

Description

An S4 class representing standard bond cash flows

Slots

Price

a character the price of the bond

Accrued

a numeric value the accrued interest

YieldToMaturity

a numeric value the bond yield to maturity

WAL

a numeric value the weighted average life of the bond

ModDuration

a numeric value the bond duration

Convexity

a numeric value the bond convexity

Period

a numeric value an index of the payment to the investor

PmtDate

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

TimePeriod

a numeric value the time period between payments made to the investor

PrincipalOutstanding

a numeric value the outstanding principal balance

CouponPmt

a numeric value the coupon payment amount

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.