MortgageEffectiveMeasures-class: An S4 class MortgageEffectiveMeasures

Description Slots

Description

An S4 class MortgageEffectiveMeasures

Slots

EffDuration

A numeric value the effective duration

EffConvexity

A numeric value the effective convexity


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