bond | R Documentation |
bond
Constructor method for simple PrincipalAtMaturity contracts.
bond(start, maturity, nominal, coupon, couponFreq, role)
start |
a character reflecting the start date of the bond. |
maturity |
a character reflecting the maturity of the bond, default is "0 years". |
nominal |
a numeric to set the notional principal of the bond, default is 0.0. |
coupon |
a numeric to set the coupon payment, default is 0.0. |
couponFreq |
a character reflecting the frequency of coupon payments, default is "1 year". |
role |
a character reflecting the contract role. default is "long". |
a PrincipalAtMaturity contrat with specified attributes.
b <- bond("2013-12-31", maturity = "5 years", nominal = 50000,
coupon = 0.02, couponFreq = "1 years")
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