ivt_bond_price_1: Bond price

In rsquaredacademy/investorr: Tools for Quantitative Finance

Description

Computes the bond price given different inputs.

Usage

ivt_bond_price_1(face_value, coupon_rate, maturity_years, yield)

ivt_bond_price_2(face_value, coupon_rate, maturity_years, yield,
  coupon_frequency = c("annual", "semi-annual", "quarterly", "monthly"))

ivt_bond_price_3(face_value, redemption_value, coupon_rate, yield,
  settlement_date, maturity_date, coupon_frequency = c("annual",
  "semi-annual", "quarterly"))

ivt_bond_price_4(face_value, coupon_rate, yield, settlement_date,
  maturity_date, coupon_frequency = c("annual", "semi-annual",
  "quarterly", "monthly"))

Arguments

face_value	Face value of the bond.
coupon_rate	Coupon rate of the bond.
maturity_years	Years to maturity.
yield	Yield to maturity.
coupon_frequency	Frequency of coupon payments.
redemption_value	Redemption value of the bond.
settlement_date	Settlement date of the bond.
maturity_date	Maturity date of the bond.

Examples

ivt_bond_price_1(1000, 10, 15, 12)
ivt_bond_price_2(1000, 10, 15, 12, "semi-annual")
ivt_bond_price_3(1000, 1690, 8.2, 10.8, '2018-06-16',
'2019-06-16', 'annual')
ivt_bond_price_4(1000, 8.2, 10.8, '2018-06-16',
'2018-09-07')

rsquaredacademy/investorr documentation built on May 14, 2019, 2:12 p.m.