MortgageEffectiveMeasures: A function to calculate mortgage effective duration and...
In glennmschultz/BondLab: BondLab is a package for the analysis of fixed-income securities
View source: R/MortgageEffectiveMeasures.R
Description
A function to calculate mortgage effective duration and convexity
Usage
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MortgageEffectiveMeasures(
bond.id = "character",
settlement.date = "character",
rates.data = "character",
TermStructure = "character",
price = "character"
)
Arguments
bond.id
A character string referencing an object of type bond.id
settlement.date
A character string the settlement date
rates.data
A character string referencing and object rates
TermStructure
A character string referencing an object of type
TermStructure
price
A character the price of the MBS. Price may be entered in
decimal notation or 32nds notation
glennmschultz/BondLab documentation built on May 11, 2021, 5:29 p.m.
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View source: R/MortgageEffectiveMeasures.R
Description
A function to calculate mortgage effective duration and convexity
Usage
1 2 3 4 5 6 7 | MortgageEffectiveMeasures(
bond.id = "character",
settlement.date = "character",
rates.data = "character",
TermStructure = "character",
price = "character"
)
|
Arguments
bond.id |
A character string referencing an object of type bond.id |
settlement.date |
A character string the settlement date |
rates.data |
A character string referencing and object rates |
TermStructure |
A character string referencing an object of type TermStructure |
price |
A character the price of the MBS. Price may be entered in decimal notation or 32nds notation |
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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