create_maturities_matrix {termstrc} | R Documentation |
Creates a matrix of maturities for a specified group of bonds. The number of rows is the number of cashflows for the bond with the longest maturity.
create_maturities_matrix(group, include_price = FALSE)
group |
group name |
include_price |
if TRUE the dirty price is included |
matrix
Robert Ferstl, Josef Hayden