computingBondPVBP {bondAnalyst} | R Documentation |
Calculates Price Value of a Basis Point (PVBP) for the Bond.
Description
Calculates Price Value of a Basis Point (PVBP) for the Bond.
Usage
computingBondPVBP(pvPlus, pvMinus)
Arguments
pvPlus |
A number. |
pvMinus |
A number. |
Details
According to information provided by Adams and Smith (2019), the method computingBondPVBP()
is developed to compute Price Value of a Basis Point (PVBP) for the Bond.
Value
Input values to two arguments pvPlus
and pvMinus
.
Author(s)
MaheshP Kumar, maheshparamjitkumar@gmail.com
References
Adams,J.F. & Smith,D.J.(2019). Understanding Fixed‑Income Risk and Return. In CFA Program Curriculum 2020 Level I Volumes 1-6. (Vol. 5, pp. 237-299). Wiley Professional Development (P&T). ISBN 9781119593577, https://bookshelf.vitalsource.com/books/9781119593577
Examples
computingBondPVBP(pvPlus=100.594327,pvMinus=100.765123)
[Package bondAnalyst version 1.0.1 Index]