pricematurity {GUIDE} | R Documentation |
Plot the relationship between price and maturity of a bond.
Description
Function to Plot the relationship between price and maturity of a bond.
Usage
pricematurity()
Details
The user inputs are as follows:
Coupon rate (per cent p.a.)
Discount rate (or yield) p.a.
Moving the slider increases/decreases the values of the above two inputs.
Coupon frequency: chosen amongst quarterly, semi-annual and annual.
Value
A Plot of the reltionship between price 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]