BondScenario-class: BondScenario class
In glennmschultz/BondLab: BondLab is a package for the analysis of fixed-income securities
Description
The class BondScenario contains the following super classes:
TermStructure, BondCashFlow, BondTermStructure, BondReturn, CurveSpreads,
and Scenario.
See Also
Other Bond Scenario Analysis:
BondReturn-class,
BondScenario,
CouponIncome,BondReturn-method,
HorizonCurrBal,BondReturn-method,
HorizonMos,BondReturn-method,
HorizonPrice,BondReturn-method,
HorizonReturn,BondReturn-method,
PrincipalReceived,BondReturn-method,
ReinvestmentIncome,BondReturn-method,
ScenarioHorizonMos,ScenarioCurve-method
glennmschultz/BondLab documentation built on May 11, 2021, 5:29 p.m.
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Description
The class BondScenario contains the following super classes: TermStructure, BondCashFlow, BondTermStructure, BondReturn, CurveSpreads, and Scenario.
See Also
Other Bond Scenario Analysis:
BondReturn-class,
BondScenario,
CouponIncome,BondReturn-method,
HorizonCurrBal,BondReturn-method,
HorizonMos,BondReturn-method,
HorizonPrice,BondReturn-method,
HorizonReturn,BondReturn-method,
PrincipalReceived,BondReturn-method,
ReinvestmentIncome,BondReturn-method,
ScenarioHorizonMos,ScenarioCurve-method
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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