PriceTypes-class: An S4 class representating bond price
In glennmschultz/BondLab: BondLab is a package for the analysis of fixed-income securities
Description
This class is used to create and pass the price types reported to
investors and used in analytics. For example price is often reported as
decimal or fractions 32nds to investors but price basis (price/100) is
used to calculate proceeds and compute metrics like yield, duration, and
partial durations.
Slots
PriceDecimalA numeric value the price using decimal notation
Price32ndsA character the price using 32nds notation
PriceBasisA numeric value price decimal notation in units of 100
PriceDecimalStringA character the price using decimal notation
glennmschultz/BondLab documentation built on May 11, 2021, 5:29 p.m.
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Description
This class is used to create and pass the price types reported to investors and used in analytics. For example price is often reported as decimal or fractions 32nds to investors but price basis (price/100) is used to calculate proceeds and compute metrics like yield, duration, and partial durations.
Slots
PriceDecimalA numeric value the price using decimal notation
Price32ndsA character the price using 32nds notation
PriceBasisA numeric value price decimal notation in units of 100
PriceDecimalStringA character the price using decimal 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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