bond_risk_nom_port <-function (date_ini, ytm, coupon, matur, freq, conv, serie_float_rate=NULL, issue_date=NULL, cpn_days=NA, amort_mat=NULL, in_arrears=0, round_val=5)
{
lbonds=length(ytm)
full_price=clean_price=cum_coupon=coupon1=mac_dur=mod_dur=convex=dtm=rep(0,lbonds)
for(i in 1:lbonds){
bond_data=bond_risk_nom(date_ini, ytm[i], coupon[i], matur[i], freq[i], conv[i], serie_float_rate, issue_date[i], cpn_days[i], amort_mat, in_arrears, round_val)
full_price[i]=bond_data$full_price
clean_price[i]=bond_data$clean_price
cum_coupon[i]=bond_data$cum_coupon
coupon1[i]=bond_data$coupon1
mac_dur[i]=bond_data$mac_dur
mod_dur[i]=bond_data$mod_dur
convex[i]=bond_data$convex
dtm[i]=bond_data$dtm
}
return(list(full_price = full_price, clean_price = clean_price, cum_coupon=cum_coupon, coupon1=coupon1, mac_dur = mac_dur, mod_dur = mod_dur, convex=convex, dtm=dtm))
}
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