note_return: Compute Returns from Treasury Notes

Description Usage Arguments Value

View source: R/asset.R

Description

From the interest rates on a 10-year Treasury note Computes the change in price of the note due to the change in interest rate, based on the present-value valuation.

Usage

1
note_return(r1, r2)

Arguments

r1

starting rate

r2

ending rate

Value

the percent change in the price of the note


ryanholbrook/investmentsim documentation built on Nov. 5, 2019, 5:10 a.m.