GARPFRM
Global Association of Risk Professionals: Financial Risk Manager

Package index
Search the GARPFRM package
Functions
102
Source code
50
Man pages
92
Home
/
R-Forge
/
GARPFRM
/
bondPrice: Estimate price of bond

bondPrice: Estimate price of bond
In GARPFRM: Global Association of Risk Professionals: Financial Risk Manager

Description Usage Arguments Value Author(s) Examples

Description

This function calculates the price of a fixed rate coupon bond given the discount curve and bond data. First it converts the discountCurve into CF

Usage

1
bondPrice(bond, discountCurve)

Arguments

bond

a bondSpec object

discountCurve

vector of discount rates

Value

price of the bond

Author(s)

Thomas Fillebeen

Examples

1
2
3
4
time = seq(from=0.5, to=2, by=0.5)
bond = bondSpec(time, face=100, m=2, couponRate = 0.0475)
DF = rbind(0.968,0.9407242,0.9031545,0.8739803)
price = bondPrice(bond,DF)

GARPFRM documentation built on May 2, 2019, 5:45 p.m.

Related to bondPrice in GARPFRM...

GARPFRM index

R Package Documentation

rdrr.io home R language documentation Run R code online

Browse R Packages

CRAN packages Bioconductor packages R-Forge packages GitHub packages

We want your feedback!

Note that we can't provide technical support on individual packages. You should contact the package authors for that.
GitHub issue tracker
ian@mutexlabs.com
Personal blog

 
Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.

Close