durmaturity {GUIDE} | R Documentation |
Plot the relationship between duration and maturity of a bond.
Description
Function to Plot the relationship between duration and maturity of a bond.
Usage
durmaturity()
Details
The user inputs are as follows:
Coupon (
Discount rate (or yield) (
Clicking on "+/-" increases/decreases the values of the above two inputs.
Value
A Plot of the reltionship between duration and maturity of a bond.
Author(s)
S Subramanian <ssubramanian@sssihl.edu.in>
References
John C. Hull, "Options, Futures, and Other Derivatives", 8/E, Prentice Hall, 2012.
See Also
[Package GUIDE version 1.2.7 Index]