getCarry.TFututes: Return percentage carry of FIBond till delivery date of...
In solavrov/fval: Financial instrument valuation
Description
Usage
Arguments
Value
Description
Return percentage carry of FIBond till delivery date of TFutures
Usage
1
2
getCarry.TFututes(fut, bondPrice, repoRate, tradeDate = Sys.Date(),
bond = A(fut, "ctd"))
Arguments
fut
TFutures object (can be a list)
bondPrice
FIBond price in percentage (can be a vector)
repoRate
FIBond repo rate in percentage (can be a vector)
tradeDate
Trade date (can be a vector)
bond
FIBond object
Value
Carry 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 percentage carry of FIBond till delivery date of TFutures
Usage
1 2 | getCarry.TFututes(fut, bondPrice, repoRate, tradeDate = Sys.Date(),
bond = A(fut, "ctd"))
|
Arguments
fut |
TFutures object (can be a list) |
bondPrice |
FIBond price in percentage (can be a vector) |
repoRate |
FIBond repo rate in percentage (can be a vector) |
tradeDate |
Trade date (can be a vector) |
bond |
FIBond object |
Value
Carry 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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