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

priceyield,bondprice


[Package GUIDE version 1.2.7 Index]