ytmSolve: Solve for the yield to maturity of a bond
In GARPFRM: Global Association of Risk Professionals: Financial Risk Manager
Description
Usage
Arguments
Value
Author(s)
Description
This function solves for the yield to maturity of a fixed rate coupon bond
given the discount curve and bond data.
Usage
1
ytmSolve(ytm, couponRate, m, nPayments, face, targetPrice)
Arguments
ytm
yield to maturity
couponRate
coupon rate
m
compounding frequency
nPayments
is the number of payments
face
is the face value
targetPrice
is the price of the bond
Value
Absolute value of difference between the price and the present value
Author(s)
Thomas Fillebeen
GARPFRM documentation built on May 2, 2019, 5:45 p.m.
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Description Usage Arguments Value Author(s)
Description
This function solves for the yield to maturity of a fixed rate coupon bond given the discount curve and bond data.
Usage
1 | ytmSolve(ytm, couponRate, m, nPayments, face, targetPrice)
|
Arguments
ytm |
yield to maturity |
couponRate |
coupon rate |
m |
compounding frequency |
nPayments |
is the number of payments |
face |
is the face value |
targetPrice |
is the price of the bond |
Value
Absolute value of difference between the price and the present value
Author(s)
Thomas Fillebeen
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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