keydur: keyrate duration function
In wkapga/keyrateduration: Keyrate Durations

Calculates keyrate duration of a bond

1	keydur(keyrates, ttm, coupon, yield, freq, targetdur = NULL)

`keyrates`	list of keyrates
`ttm`	time until maturity in years
`coupon`	in percent
`yield`	in percent
`freq`	frequency of coupon payments
`targetdur`	optional argument what the sum of keyrate durations has to be

tibble of key rate durations

wkapga

## Not run: 
keydur(c(2,5,10),6.2,1,2,1)

## End(Not run)

wkapga/keyrateduration documentation built on May 29, 2019, 11:58 a.m.

wkapga/keyrateduration index

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