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 |