ivt_duration_macaulay: Duration
In rsquaredacademy/investorr: Tools for Quantitative Finance
Description
Usage
Arguments
Examples
Description
Computes macaulay duration, modified macaulay duration and bond convexity.
Usage
1
2
3
4
5
ivt_duration_macaulay(face_value, coupon_rate, yield, years)
ivt_duration_modified(face_value, coupon_rate, yield, years)
ivt_bond_convexity(face_value, coupon_rate, yield, years)
Arguments
face_value
Face/Par value of the bond.
coupon_rate
Coupon rate of the bond.
yield
Yield to maturity.
years
Years to maturity.
Examples
1
2
3
ivt_duration_macaulay(1000, 10, 8, 5)
ivt_duration_modified(1000, 10, 8, 5)
ivt_bond_convexity(100, 14, 12, 4)
rsquaredacademy/investorr documentation built on May 14, 2019, 2:12 p.m.
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Description Usage Arguments Examples
Description
Computes macaulay duration, modified macaulay duration and bond convexity.
Usage
1 2 3 4 5 | ivt_duration_macaulay(face_value, coupon_rate, yield, years)
ivt_duration_modified(face_value, coupon_rate, yield, years)
ivt_bond_convexity(face_value, coupon_rate, yield, years)
|
Arguments
face_value |
Face/Par value of the bond. |
coupon_rate |
Coupon rate of the bond. |
yield |
Yield to maturity. |
years |
Years to maturity. |
Examples
1 2 3 | ivt_duration_macaulay(1000, 10, 8, 5)
ivt_duration_modified(1000, 10, 8, 5)
ivt_bond_convexity(100, 14, 12, 4)
|
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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