TermStructure-class: An S4 class the term structure data needed to price bonds
In glennmschultz/BondLab: BondLab is a package for the analysis of fixed-income securities
Description
An S4 class the term structure data needed to price bonds
Slots
TradeDateA character string the trade date in the format
mm/dd/YYYY
PeriodA numeric value the period index of the next cash flow
DateA numeric value the date of the next cash flow
TimePerioda numeric value the time period between payments made
to the investor
SpotRateA numeric value the one-month spot rate
ForwardRateA numeric value the one-month forward rate
DiscRateA numeric value the discount rate curve
TwoYearFwdA numeric vlaue the two-year forward rate
TenYearFwdA numeric value the ten-year forward rate
glennmschultz/BondLab documentation built on May 11, 2021, 5:29 p.m.
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Description
An S4 class the term structure data needed to price bonds
Slots
TradeDateA character string the trade date in the format mm/dd/YYYY
PeriodA numeric value the period index of the next cash flow
DateA numeric value the date of the next cash flow
TimePerioda numeric value the time period between payments made to the investor
SpotRateA numeric value the one-month spot rate
ForwardRateA numeric value the one-month forward rate
DiscRateA numeric value the discount rate curve
TwoYearFwdA numeric vlaue the two-year forward rate
TenYearFwdA numeric value the ten-year forward rate
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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