maturity_range {termstrc}R Documentation

Maturity Range for Bond Data Set

Description

The function restricts a bond data set to a specified maturity range.

Usage

maturity_range(bonddata, lower, upper)

Arguments

bonddata bond dataset
lower lower bound of maturity spectrum
upper upper bound of maturity spectrum

Author(s)

Robert Ferstl, Josef Hayden


[Package termstrc version 1.0 Index]