getSpread: Return spread for a given bond trade
In solavrov/tcost: Spread cost calculator
Description
Usage
Arguments
Value
Description
Return spread for a given bond trade
Usage
1
getSpread(term, volume, instrument, liquidity)
Arguments
term
Bond's term to maturity in years
volume
Volume of trade in millions
instrument
Name of instrument
liquidity
Liquidity data object
Value
Spread in percentage
solavrov/tcost documentation built on May 17, 2019, 5:53 p.m.
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Description Usage Arguments Value
Description
Return spread for a given bond trade
Usage
1 | getSpread(term, volume, instrument, liquidity)
|
Arguments
term |
Bond's term to maturity in years |
volume |
Volume of trade in millions |
instrument |
Name of instrument |
liquidity |
Liquidity data object |
Value
Spread 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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