Man pages for solavrov/fval
Financial instrument valuation
| A | Return attribute of object |
| checkDate | Return 1 if date within range and NA otherwise |
| counterName | Return name of day counter |
| dayCounter | List of RQuantLib day counters |
| e | Return element "i" of "a" assuming that "a" has infinite tail... |
| EurOption | Constructor of european option object |
| FIBond | Constructor of simple fixed income bond object |
| firstBizDay | Return date of first business day for a given month and year |
| getAccrued.FIBond | Calculate accrued interest in percentage of current face |
| getAccruedValue.FIBond | Calculate accrued interest for FIBond object |
| getBasis.TFutures | Return Basis for TFutures object and given FIBond |
| getCarry.FIBond | Calculate carry for FIBond object in percentage of current... |
| getCarry.TFututes | Return percentage carry of FIBond till delivery date of... |
| getCarryValue.FIBond | Calculate carry for FIBond object |
| getContractType.TFutures | Return contract type by TFutures ticker |
| getCouponTime.FIBond | Calculate coupon time i.e. days passed over days in coupon... |
| getDeliveryDate.TFutures | Return model delivery date by TFutures ticker |
| getFace.FIBond | Return current face amount |
| getFuturesCodeFromTicker | Take contract type code from futures ticker |
| getIRP.TFututes | Calculate implied repo rate for TFutures object |
| getMonthNumberFromFuturesTicker | Take expiration month number from futures ticker |
| getMonthNumberFromMonthCode | Return month number for a given month futures code |
| getName.TFutures | Return contract name by TFutures ticker |
| getNetBasis.TFutures | Return Net Basis for TFutures object and given FIBond |
| getNotional.TFutures | Return notional amount by TFutures ticker |
| getPrice.FIBond | Calculate clean price of FIBond |
| getPrice.TFutures | Calculate model price of TFutures object |
| getPVBP.FIBond | Calculate PVBP of FIBond object |
| getPVBPRP.TFutures | Calculate PVBP of TFutures object relative to CTD repo rate... |
| getPVBP.TFutures | Calculate PVBP of TFutures object relative to CTD yield... |
| getValue.EurOption | Get value of european option Black-Scholes |
| getValue.FIBond | Calculate value of FIBond object |
| getValue.TFutures | Return value of TFutures contract |
| getYearFromFuturesTicker | Take contract's year from futures ticker |
| getYield.FIBond | Calculate yield of FIBond object |
| L | Check that all params have length = 1 or same length > 1 |
| lastBizDay | Return date of last business day for a given month and year |
| loadMarket | Load historical market prices and rates |
| nextBizDay | Return next business day using RQuantLib calendars |
| nextMonth | Return number of next month |
| prevBizDay | Return previous business day using RQuantLib calendars |
| print.FIBond | Print FIBond object |
| TFutures | Constructor of T-bond-note futures contract |
