Pricing and Evaluating Bonds

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Description

The Rmetrics "fBonds" package is a collection of functions for pricing and evaluating bonds and to compute term structures.

Details

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        Package:    \tab fBonds\cr
        Type:       \tab Package\cr
        Version:    \tab R 3.0.1\cr
        Date:       \tab 2014\cr
        License:    \tab GPL Version 2 or later\cr
        Copyright:  \tab (c) 1999-2014 Rmetrics Assiciation\cr
        URL:        \tab \url{https://www.rmetrics.org}
    

1 Introduction

This section provides functions to valuate Bonds and to calculate term structures.

2 Term Structure Calculation

This section provides two functions for term structure modelling based on the Nelson-Siegel, and on the Svennson approach.

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    NelsonSiegel    models Nelson-Siegel Term Structure
    Svensson        models Nelson-Siegel-Svensson Term Structure
    

About Rmetrics

The fBonds Rmetrics package is written for educational support in teaching "Computational Finance and Financial Engineering" and licensed under the GPL.

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