must_convert_to_bey: Check if tenor must be converted to the bond equivalent...

In vathymut/indemnity: NHA MBS indemnity yield.

Description

Check if tenor must be converted to the bond equivalent yield.

Usage

must_convert_to_bey(tenor, tenors_to_convert = c("OVERNIGHT", "MONTH3",
  "MONTH6", "MONTH12"))

Arguments

tenor	Tenor (or pillar) of the security.
tenors_to_convert	Character vector of tenors to convert.

Value

TRUE if tenor must be converted to bond equivalent yield.

Examples

must_convert_to_bey( tenor = "MONTH3" )
must_convert_to_bey( tenor = "MONTH24" )
must_convert_to_bey( tenor = "OVERNIGHT" )

vathymut/indemnity documentation built on May 3, 2019, 4:35 p.m.