SpreadToBenchmark-CurveSpreads-method: Spread To Benchmark
In glennmschultz/BondLab: BondLab is a package for the analysis of fixed-income securities
Description
Usage
Arguments
See Also
Description
The bond yield (nominal) spread relative to that of the nearest
pricing benchmark along the curve.
Usage
1
2
## S4 method for signature 'CurveSpreads'
SpreadToBenchmark(object)
Arguments
object
An object of type CurveSpreads
See Also
Other Pricing:
BenchMark,CurveSpreads-method,
BillPriceToYield(),
BillYieldToPrice(),
CurveSpreads-class,
CurveSpreads,
SpreadToCurve,CurveSpreads-method,
SpreadToPriceBond(),
SpreadToPriceMBS(),
ZVSpreadToPriceBond(),
ZVSpreadToPriceMBS(),
ZeroVolSpread,CurveSpreads-method
glennmschultz/BondLab documentation built on May 11, 2021, 5:29 p.m.
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Description Usage Arguments See Also
Description
The bond yield (nominal) spread relative to that of the nearest pricing benchmark along the curve.
Usage
1 2 | ## S4 method for signature 'CurveSpreads'
SpreadToBenchmark(object)
|
Arguments
object |
An object of type CurveSpreads |
See Also
Other Pricing:
BenchMark,CurveSpreads-method,
BillPriceToYield(),
BillYieldToPrice(),
CurveSpreads-class,
CurveSpreads,
SpreadToCurve,CurveSpreads-method,
SpreadToPriceBond(),
SpreadToPriceMBS(),
ZVSpreadToPriceBond(),
ZVSpreadToPriceMBS(),
ZeroVolSpread,CurveSpreads-method
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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