getPVBP.TFutures: Calculate PVBP of TFutures object relative to CTD yield...
In solavrov/fval: Financial instrument valuation
Description
Usage
Arguments
Value
Description
Calculate PVBP of TFutures object relative to CTD yield change
Usage
1
getPVBP.TFutures(fut, ctdPrice, repoRate, tradeDate = Sys.Date())
Arguments
fut
TFutures object (can be a list)
ctdPrice
CTD bond clean price in percentage (can be a vector)
repoRate
CTD repo rate in percentage (can be a vector)
tradeDate
Calculation date (can be a vector)
Value
PVBP of TFutures object relative to CTD yield change in percentage
solavrov/fval documentation built on May 30, 2019, 4:40 p.m.
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.
Description Usage Arguments Value
Description
Calculate PVBP of TFutures object relative to CTD yield change
Usage
1 | getPVBP.TFutures(fut, ctdPrice, repoRate, tradeDate = Sys.Date())
|
Arguments
fut |
TFutures object (can be a list) |
ctdPrice |
CTD bond clean price in percentage (can be a vector) |
repoRate |
CTD repo rate in percentage (can be a vector) |
tradeDate |
Calculation date (can be a vector) |
Value
PVBP of TFutures object relative to CTD yield change in percentage
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.