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

Description Usage Arguments

View source: R/SpreadToPriceFunctions.R

Description

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

Usage

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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.