create_cashflows_matrix: Cashflows Matrix Creation

Description Usage Arguments Value See Also Examples

View source: R/create_cf_m.R

Description

Creates a matrix of cashflows for a specified group of bonds for a static bond data set. The number of rows is the number of cashflows for the bond with the longest maturity.

Usage

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Arguments

group

static bond data set for a certain group of bonds.

include_price

if TRUE the dirty price is included (default: FALSE).

Value

Returns a matrix which consits of the calculated cashflows.

See Also

create_maturities_matrix

Examples

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data(govbonds)
(cf <- create_cashflows_matrix(govbonds[[1]]))

## cf matrix with included current dirty price 
(cf_p <- create_cashflows_matrix(govbonds[[1]],include_price=TRUE))

termstrc documentation built on May 31, 2017, 2:19 a.m.