getCarry.FIBond: Calculate carry for FIBond object in percentage of current...
In solavrov/fval: Financial instrument valuation
Description
Usage
Arguments
Value
Description
Calculate carry for FIBond object in percentage of current face
Usage
1
getCarry.FIBond(bond, price, settleDate1, settleDate2, repoRate)
Arguments
bond
FIBond object (can be a list)
price
FIBond clean price in percentage (can be a vector)
settleDate1
Start date (can be a vector)
settleDate2
End date (can be a vector)
repoRate
Funding term repo rate in percentage (can be a vector)
Value
Carry for FIBond object in percentage of current face
solavrov/fval documentation built on May 30, 2019, 4:40 p.m.
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Description Usage Arguments Value
Description
Calculate carry for FIBond object in percentage of current face
Usage
1 | getCarry.FIBond(bond, price, settleDate1, settleDate2, repoRate)
|
Arguments
bond |
FIBond object (can be a list) |
price |
FIBond clean price in percentage (can be a vector) |
settleDate1 |
Start date (can be a vector) |
settleDate2 |
End date (can be a vector) |
repoRate |
Funding term repo rate in percentage (can be a vector) |
Value
Carry for FIBond object in percentage of current 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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