RTL (version 0.1.5)

bond: bond

Description

Compute bond price, cash flow table and duration

Usage

bond(ytm = 0.05, C = 0.05, T2M = 1, m = 2, output = "price")

Arguments

ytm

Yield to Maturity

C

Coupon rate per annum

T2M

Time to maturity in years

m

Periods per year for coupon payments e.g semi-annual = 2.

output

"price", "df" or "duration"

Value

Price, cash flows data frame and/or duration

Examples

# NOT RUN {
bond(ytm = 0.05, C = 0.05,T2M = 1,m = 2,output = "price")
bond(ytm = 0.05,C = 0.05,T2M = 1,m = 2,output = "df")
bond(ytm = 0.05,C = 0.05,T2M = 1,m = 2,output = "duration")
# }