MortgageTermStructure-class: An S4 class MortgageTermStructure
In glennmschultz/BondLab: BondLab is a package for the analysis of fixed-income securities
Description
An S4 class MortgageTermStructure
Slots
CusipA character the cusip number
IssuerA character the Issuer name
CouponA numeric value the coupon
TermA numeric value the amorization term
EffDurationA numeric value the effective duration
EffConvexityA numeric value the effective convexity
KeyRateTenorA numeric value the Key Rate Tenor
KeyRateDurationA numeric value the Key Rate Duration
KeyRateConvexityA numeric value the Key Rate Convexity
glennmschultz/BondLab documentation built on May 11, 2021, 5:29 p.m.
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Description
An S4 class MortgageTermStructure
Slots
CusipA character the cusip number
IssuerA character the Issuer name
CouponA numeric value the coupon
TermA numeric value the amorization term
EffDurationA numeric value the effective duration
EffConvexityA numeric value the effective convexity
KeyRateTenorA numeric value the Key Rate Tenor
KeyRateDurationA numeric value the Key Rate Duration
KeyRateConvexityA numeric value the Key Rate Convexity
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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