yield: 'yield'

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

yield

Description

Function which calculates the yield to maturity (YTM) for passed contract types.

Usage

yield(x, price, isPercentage, from)

Arguments

x	a contract type, for which to calculate the YTM.
price	a numeric, indicating the price used for calculating the YTM.
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 numeric, representing the yield to maturity (YTM) of the contract.

Examples

b <- bond("2013-12-31", maturity = "5 years", nominal = 50000, 
           coupon = 0.02, couponFreq = "1 years")
ytm <- yield(b, price = 100) 

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