AccrInt |
AccrInt (calculation of accrued interest) |
AnnivDates |
AnnivDates (time-invariant properties and temporal structure) |
BondVal.Price |
BondVal.Price (calculation of CP, AccrInt, DP, ModDUR, MacDUR and Conv) |
BondVal.Yield |
BondVal.Yield (calculation of YtM, AccrInt, DP, ModDUR, MacDUR and Conv) |
DP |
DP (dirty price calculation of a fixed-coupon bond) |
List.DCC |
List of the day count conventions implemented. |
NonBusDays.Brazil |
Non-business days in Brazil from 1946-01-01 to 2299-12-31. |
PanelSomeBonds2016 |
A panel of of 100 plain vanilla fixed coupon corporate bonds. |
SomeBonds2016 |
Properties of 100 plain vanilla fixed coupon corporate bonds. |