priceVsYieldTable: 'priceVsYieldTable'

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

priceVsYieldTable

Description

Function which calculates the yield to maturities (YTMs) for a passed contract type and a vector of prices.

Usage

priceVsYieldTable(x, prices, isPercentage, from)

Arguments

x	a contract type, for which to calculate the YTMs. This can also be a timeSeries or EventSeries object.
prices	a numeric vector, indicating the price used for calculating the YTMs.
isPercentage	a logical, indicating if the 'price' is passed as percentage or not. (default is TRUE).
from	a character indicating the date as for which the YTM is calculated.

Value

a data.frame, representing the prices of the contract and the yield to maturities (YTM).

Examples

b <- bond("2013-12-31", maturity = "5 years", nominal = 50000, 
           coupon = 0.02, couponFreq = "1 years")
ytm_tbl <- priceVsYieldTable(b, prices = c(80, 90, 100))

wbreymann/FEMS documentation built on Dec. 8, 2022, 9:43 a.m.