coupons {jrvFinance}

Bond pricing using yield to maturity.

Description

Convenience functions for finding coupon dates and number of coupons of a bond.

Usage

coupons.dates(settle, mature, freq = 2)

coupons.n(settle, mature, freq = 2)

coupons.next(settle, mature, freq = 2)

coupons.prev(settle, mature, freq = 2)

Arguments

settle

The settlement date for which the bond is traded. Can be a character string or any object that can be converted into date using as.Date.

mature

The maturity date of the bond. Can be a character string or any object that can be converted into date using as.Date

freq

The frequency of coupon payments: 1 for annual, 2 for semi-annual, 12 for monthly.

Author(s)

Prof. Jayanth R. Varma [e-mail]