## Calculates Bond Price using the given value of a Z-Spread and spot rates taken from the spots curve.

### Description

Calculates Bond Price using the given value of a Z-Spread and spot rates taken from the spots curve.

### Usage

pricingWithZspread(cpns, spots, t, mv, n, zSprd)


### Arguments

 cpns A vector. spots A vector. t A vector. mv A number. n A number. zSprd A number.

### Details

According to information provided by Adams and Smith (2019), the method pricingWithZspread() is developed to compute Bond Price using the given value of a Z-Spread and spot rates taken from the spots curve. Here, cpns is vector of Coupon Payments, spots is a vector of spot rates taken from the spots curve, t is a vector of number of years ranging from 1 to any specified number of years under consideration, mv is maturity value of the bond, n is number of years for which spots are available, and zSprd is given value of a Z-spread.

### Value

Input values to six arguments cpns, spots ,t,mv, n and zSprd.

### Author(s)

MaheshP Kumar, maheshparamjitkumar@gmail.com

### References

Adams,J.F. & Smith,D.J.(2019). Introduction to fixed-income valuation. In CFA Program Curriculum 2020 Level I Volumes 1-6. (Vol. 5, pp. 107-151). Wiley Professional Development (P&T). ISBN 9781119593577, https://bookshelf.vitalsource.com/books/9781119593577

### Examples

pricingWithZspread(cpns=c(6,6),spots=c(0.0210,0.03635),t=c(1,2),mv=100,n=2,zSprd=0.023422)