CouponTypes-class: An S4 class representing the bond coupon

Description Slots

Description

This class is used to create and pass coupon types reported to investors used in analytics. For example, coupon is often reported as a decimal number (e.g. 5.0 investor. In BondLab coupon is a numeric value in all slots as opposed to price which is a character value in all slots.

Slots

CouponDecimal

A numeric value the coupon expressed in decimal notation eg 5.50

CouponBasis

A numeric value the coupon expressed in basis notation eg 0.055

CouponDecimalString

A character value the coupon expressed as a string using decimal notation eg "5.50".


glennmschultz/BondLab documentation built on May 11, 2021, 5:29 p.m.