bond: 'bond'

In wbreymann/FEMS: R Package for Financial Enterprise Modelling and Simulation

bond

Description

Constructor method for simple PrincipalAtMaturity contracts.

Usage

bond(start, maturity, nominal, coupon, couponFreq, role)

Arguments

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".

Value

a PrincipalAtMaturity contrat with specified attributes.

Examples

b <- bond("2013-12-31", maturity = "5 years", nominal = 50000, 
           coupon = 0.02, couponFreq = "1 years")

wbreymann/FEMS documentation built on May 6, 2024, 2:19 p.m.