ProjectMortgageRate: ProjectMortgage Rate
In glennmschultz/BondLab: BondLab is a package for the analysis of fixed-income securities
View source: R/PrepaymentModel.R
Description
Projects the forward mortgage rate used by the Bond Lab prepayment
model based on the two and ten year forward rates
Usage
1
ProjectMortgageRate(bond.id, term.structure)
Arguments
bond.id
an object of the type MBSDetails
term.structure
an object of the type TermStructure
glennmschultz/BondLab documentation built on May 11, 2021, 5:29 p.m.
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View source: R/PrepaymentModel.R
Description
Projects the forward mortgage rate used by the Bond Lab prepayment model based on the two and ten year forward rates
Usage
1 | ProjectMortgageRate(bond.id, term.structure)
|
Arguments
bond.id |
an object of the type MBSDetails |
term.structure |
an object of the type TermStructure |
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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