PaymentDate: A function to determine bond payment date

In glennmschultz/BondLab: BondLab is a package for the analysis of fixed-income securities

Description

The function creates a vector of payment date from the last payment date to the end payment date.

Usage

PaymentDate(
  issue.date = "character",
  start.date = "character",
  settlement.date = "character",
  nextpayment.date = "character",
  end.date = "character",
  payment.frequency = numeric(),
  payment.delay = numeric()
)

Arguments

issue.date	A character vector the bond issue date.
start.date	A character vector the interest accrual start date followign the issue date.
settlement.date	A character vector the settlement date.
nextpayment.date	A character vector the date of the next payment due to the bond holder.
end.date	A character vector the final payment (maturity) date of the bond
payment.frequency	A numeric value the number of payments. made to the bondholder.
payment.delay	A numeric value the payment delay of the bond

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