MortgageTermStructure-class: An S4 class MortgageTermStructure

Description Slots

Description

An S4 class MortgageTermStructure

Slots

Cusip

A character the cusip number

Issuer

A character the Issuer name

Coupon

A numeric value the coupon

Term

A numeric value the amorization term

EffDuration

A numeric value the effective duration

EffConvexity

A numeric value the effective convexity

KeyRateTenor

A numeric value the Key Rate Tenor

KeyRateDuration

A numeric value the Key Rate Duration

KeyRateConvexity

A numeric value the Key Rate Convexity


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