Price: Bond Price
In grfiv/ustreasuries: Treasury Data Download, Fixed-Income Models and Derivative Analyses
Description
Usage
Arguments
Value
Author(s)
Examples
Description
"Lazy-Man's" bond price: no dates, just fractional years
Usage
1
Price(ytm, coupon, years)
Arguments
ytm
yield to maturity
coupon
the annual coupon rate
years
Fractional years: 2 years, 3 months, 10 days = 2 + 3/12 + 10/365 = 2.277397
Value
bond price
Author(s)
George Fisher
Examples
1
2
3
4
5
# Veronesi example 2.11
library(ustreasuries)
Price(0.0375479295223684, 0.04750, 9.5)
Price(0.0366032177811388, 0.08875, 9.5)
grfiv/ustreasuries documentation built on May 17, 2019, 8:36 a.m.
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Description Usage Arguments Value Author(s) Examples
Description
"Lazy-Man's" bond price: no dates, just fractional years
Usage
1 | Price(ytm, coupon, years)
|
Arguments
ytm |
yield to maturity |
coupon |
the annual coupon rate |
years |
Fractional years: 2 years, 3 months, 10 days = 2 + 3/12 + 10/365 = 2.277397 |
Value
bond price
Author(s)
George Fisher
Examples
1 2 3 4 5 | # Veronesi example 2.11
library(ustreasuries)
Price(0.0375479295223684, 0.04750, 9.5)
Price(0.0366032177811388, 0.08875, 9.5)
|
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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