R/getDuration.R
In zzawadz/BondProc: Some functions for bonds
getDuration<-function(r,bond,method = "FW")
{
D = sum(getCFdisc(r,bond)*getCFTime(bond))
return(D/getBondPrice(bond,r))
}
zzawadz/BondProc documentation built on May 5, 2019, 2:39 a.m.
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getDuration<-function(r,bond,method = "FW")
{
D = sum(getCFdisc(r,bond)*getCFTime(bond))
return(D/getBondPrice(bond,r))
}
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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