Calculates Bond Values and Interest Rate Curves for Finance
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Documentation for package ‘QuantBondCurves’ version 0.3.0
Help Pages
| accrued.interests | Accrued interest |
| average.life | Weighted Average Life |
| basis.curve | Basis Curve |
| bond.price2rate | From a price to a rate |
| coupon.dates | Coupon date payments |
| coupons | Coupon payment calculation |
| curve.calculation | Curve calculation |
| curve.calibration | Curve calibration |
| discount.factors | Discount factors |
| discount.time | Quantil's discount time convention |
| fwd2spot | Forward curve conversion |
| price.dirty2clean | From one price to another |
| sens.bonds | Bond Sensitivity |
| spot2forward | Spot curve conversion |
| valuation.bonds | Bond valuation |
| valuation.swaps | Swap valuation |