bondSpec: Constructor for bond specification

In GARPFRM: Global Association of Risk Professionals: Financial Risk Manager

Description

Create a bond specification.

Usage

bondSpec(time = seq(from = 0.5, to = 2, by = 0.5), face = 100, m = 2,
  couponRate = 0.01)

Arguments

time	vector of sequence of coupon payments in years
face	face value of bond
m	compounding frequency
couponRate	rate the coupon pays

Value

a bond object with the bond data used for pricing

Author(s)

Thomas Fillebeen

Examples

time = seq(from=0.5, to=2, by=0.5)
bond = bondSpec(time, face=100, m=2, couponRate = 0.0475)

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