CreateCashFlowMatrix: CreateCashFlowMatrix
In glennmschultz/BondLab: BondLab is a package for the analysis of fixed-income securities
Description
Usage
Arguments
See Also
View source: R/CashFlowMatrix.R
Description
An dataframe containing bond cash flow. The first three rows
include the price, accured interest, and yield to maturity, and modified
duration. CashFlowMatrix[5:ncol,] (first five rows) matches the maturity
matrix for yield curve fitting should match the number of rows of the
maturity matrix
Usage
1
CreateCashFlowMatrix(trade.date, bonddata)
Arguments
trade.date
The trade date
bonddata
A dataframe of bond data. The complete dataframe must
consist of the following names columns: cusip, interestrate, issuedate,
dateddate, maturitydate, type, close.
See Also
Other Interest Rate Models:
Bterm(),
CreateMaturitiesMatrix(),
HullWhite()
glennmschultz/BondLab documentation built on May 11, 2021, 5:29 p.m.
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Description Usage Arguments See Also
View source: R/CashFlowMatrix.R
Description
An dataframe containing bond cash flow. The first three rows include the price, accured interest, and yield to maturity, and modified duration. CashFlowMatrix[5:ncol,] (first five rows) matches the maturity matrix for yield curve fitting should match the number of rows of the maturity matrix
Usage
1 | CreateCashFlowMatrix(trade.date, bonddata)
|
Arguments
trade.date |
The trade date |
bonddata |
A dataframe of bond data. The complete dataframe must consist of the following names columns: cusip, interestrate, issuedate, dateddate, maturitydate, type, close. |
See Also
Other Interest Rate Models:
Bterm(),
CreateMaturitiesMatrix(),
HullWhite()
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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