getBasis.TFutures: Return Basis for TFutures object and given FIBond
In solavrov/fval: Financial instrument valuation
Description
Usage
Arguments
Value
Description
Return Basis for TFutures object and given FIBond
Usage
1
getBasis.TFutures(fut, futPrice, bondPrice)
Arguments
fut
TFutures object (can be a list)
futPrice
TFutures price in percentage (can be a vector)
bondPrice
FIBond price in percentage (can be a vector)
Value
Basis in percentage of FIBond face
solavrov/fval documentation built on May 30, 2019, 4:40 p.m.
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Description Usage Arguments Value
Description
Return Basis for TFutures object and given FIBond
Usage
1 | getBasis.TFutures(fut, futPrice, bondPrice)
|
Arguments
fut |
TFutures object (can be a list) |
futPrice |
TFutures price in percentage (can be a vector) |
bondPrice |
FIBond price in percentage (can be a vector) |
Value
Basis in percentage of FIBond face
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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