Description Usage Arguments Value Author(s) Examples
"Lazy-Man's" bond price: no dates, just fractional years
1 | Price(ytm, coupon, years)
|
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 |
bond price
George Fisher
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)
|
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