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BondValuation

0.1.1

Fixed Coupon Bond Valuation Allowing for Odd Coupon Periods and Various Day Count Conventions

1packages depend
3.2Kdownloads / year
test coverage
11/13checks pass

Overview

About
Maintained by Djatschenko WadimFirst published 2018-11-142 releasesCRAN page ↗

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

CRAN checks
2ERROR11OK
Failing flavors
  • ERROR r-oldrel-macos-arm64
  • ERROR r-release-macos-arm64
Slowest check: 3.0 min · r-devel-windows-x86_64
Code health
None
Tests · ratio 0.00
not tracked
Coverage
100%
Documentation · exports
2
Dependencies · direct
Check history
  • ERROR2026-03-10
    11 OK · 0 NOTE · 0 WARNING · 3 ERROR · 0 FAILURE

Documentation

Documentation
READMENoVignettesNopkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
94%
Return-value docs
100%
References docs
78%

Downloads

3.2K
CRAN downloads in the past year
Rank #13,220 · ~9/day · ~266/mo
Daily download trend is not available in this view yet.
22030 days
78290 days
3.2K1 year
Compare downloads with other packages →
Also on413 r2u69 autocran

Dependencies

Declared dependencies
3 external dependencies (excludes base and recommended)
Depends (1)
R >= 2.15.1
Imports (2)
LinkingTo (1)
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
1direct
0indirect

Code & Tests

Datasets

People & History

People (1)
Maintainer (1)
Author, Maintainer
Authors (1)
Author, Maintainer
Package Timeline

2 releases. Pick two to compare their code metrics. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • 0.1.1Latest
    2022-05-28 · current release · diff ↗
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • R
    R 3.6.0 released · 2019-04-26
  • 0.1.0
    2018-11-14
  • R
    R 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

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("BondValuation")
Wadim, D. (2022). BondValuation: Fixed Coupon Bond Valuation Allowing for Odd Coupon Periods and Various Day Count Conventions (Version 0.1.1) [Computer software]. https://doi.org/10.32614/CRAN.package.BondValuation

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for BondValuation version 0.1.1 [Data set]. HJJB, LLC. Data release v2026-08-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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