BondValuation
0.1.1Fixed Coupon Bond Valuation Allowing for Odd Coupon Periods and Various Day Count Conventions
Overview
Analysis of large datasets of fixed coupon bonds, allowing for irregular first and last coupon periods and various day count conventions. With this package you can compute the yield to maturity, the modified and MacAulay durations and the convexity of fixed-rate bonds. It provides the function AnnivDates, which can be used to evaluate the quality of the data and return time-invariant properties and temporal structure of a bond.
Install
Health
- ERROR r-oldrel-macos-arm64
- ERROR r-release-macos-arm64
- ERROR2026-03-1011 OK · 0 NOTE · 0 WARNING · 3 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 94%
- Return-value docs
- 100%
- References docs
- 78%
Downloads
Dependencies
Code & Tests
Datasets
People & History
2 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 0.1.1Latest
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- 0.1.02018-11-14
- RR 3.5.0 released · 2018-04-23
Package metadata
- First published
- 2018-11-14
- Total releases
- 2 / 8 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 2.15.1
- Bundled data
- 221 KB / 4 files
- Download size
- 352 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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