SolveSpotSpread: A function to solve for the spread to the spot rate curve

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

Description

A function to solve for the spread to the spot rate curve

Usage

SolveSpotSpread(
  spot.curve = vector(),
  cash.flow = vector(),
  time.period = vector(),
  proceeds = numeric()
)

Arguments

spot.curve	A vector representing the spot rate curve
cash.flow	A vector representing the cash flow paid to the investor
time.period	A vector representing the time weights used to discount cash flow
proceeds	A numeric value proceeds paid by the investor

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