FIBond: Constructor of simple fixed income bond object

In solavrov/fval: Financial instrument valuation

Description

Attributes: $name - name as you wish $isin - isin code $currency - currency i.e. USD, RUB... $faceAmount - face amount $couponFreq - coupon frequency i.e. 2 for semiannual etc $issueDate - issue date $maturity - maturity date $formula - yield formular where STD stands for standard convention, OFZ stands for OFZ convention $dayCounter - day counter from dayCounter $cfactor - conversion factor for T-bonds-notes for T-futures $couponDates - vector of coupon dates $couponAmounts - vector of coupon amounts

Usage

FIBond(file = NA, dateFormat = "mdy", sep = ",")

Arguments

file	Name of csv file that contains bond attributes (can be a vector). Heads should have names of attributes. File should be located in fval_data folder. Just name without extension
dateFormat	File date format from lubridate package i.e. "dmy", "mdy" etc
sep	Separator i.e. comma, semicolon or else

Value

FIBond object

solavrov/fval documentation built on May 30, 2019, 4:40 p.m.