Man pages for vathymut/indemnity
NHA MBS indemnity yield.

annual_to_beyConvert the annual rate to the bond equivalent yield
bey_indemnityCalculate the interpolated bond equivalent yield for...
interpolate_beyFind the interpolated bond equivalent yield for indemnity...
interpolation_pairsGet interpolation pairs for the yields, maturity dates and...
must_convert_to_beyCheck if tenor must be converted to the bond equivalent...
wal_to_dateConvert weighted average life in years (decimal) to date
ycurve_for_interpolationGet the yield curve to interpolate for indemnity calculation
ycurve_retrieval_dateGet the retrieval date for the yield curve for indemnity...
vathymut/indemnity documentation built on May 3, 2019, 4:35 p.m.