bey_indemnity: Calculate the interpolated bond equivalent yield for...
In vathymut/indemnity: NHA MBS indemnity yield.

Description Usage Arguments Value Examples

View source: R/bey-indemnity.R

Link for more details is here: https://www.cmhc-schl.gc.ca/en/hoficlincl/mobase/upload/nha_mbs_indemnity_calculation_methodology.pdf

1	bey_indemnity(bey_short, bey_long, date_short, date_long, date_wal)

`bey_short`	Bond equivalent yield of short-maturity tenor.
`bey_long`	Bond equivalent yield of long-maturity tenor.
`date_short`	Maturity date of short-maturity tenor.
`date_long`	Maturity date of long-maturity tenor.
`date_wal`	Weighted average life as a date.

bey_interpolated Interpolated yield for indemnity calculation.

bey_short <- 1.363
bey_long <- 1.501
date_short <- ymd( "2016-06-01" )
date_long <- ymd( "2017-09-01" )
date_wal <- ymd( "2016-11-23" )
bey_indemnity( bey_short, bey_long, date_short, date_long, date_wal )