getPVBPRP.TFutures: Calculate PVBP of TFutures object relative to CTD repo rate...
In solavrov/fval: Financial instrument valuation
Description
Usage
Arguments
Value
Description
Calculate PVBP of TFutures object relative to CTD repo rate change
Usage
1
getPVBPRP.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 repo rate change in percentage
solavrov/fval documentation built on May 30, 2019, 4:40 p.m.
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Description Usage Arguments Value
Description
Calculate PVBP of TFutures object relative to CTD repo rate change
Usage
1 | getPVBPRP.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 repo rate 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.
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