BondTermStructure-class: An S4 class representing the bond term structure exposure
In glennmschultz/BondLab: BondLab is a package for the analysis of fixed-income securities
Description
An S4 class representing the bond term structure exposure
Slots
CusipA character the cusip number
IssuerA character the Issuer name
CouponA numeric value the coupon
MaturityA character string the bond maturity
EffDurationa numeric value the effective duration
EffConvexitya numeric value the effective convexity
KeyRateTenora vector of values the key rate tenors
KeyRateDurationa vector of values the key rate durations
KeyRateConvexitya vector of values the key rate convexities
glennmschultz/BondLab documentation built on May 11, 2021, 5:29 p.m.
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Description
An S4 class representing the bond term structure exposure
Slots
CusipA character the cusip number
IssuerA character the Issuer name
CouponA numeric value the coupon
MaturityA character string the bond maturity
EffDurationa numeric value the effective duration
EffConvexitya numeric value the effective convexity
KeyRateTenora vector of values the key rate tenors
KeyRateDurationa vector of values the key rate durations
KeyRateConvexitya vector of values the key rate convexities
R Package Documentation
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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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