bond_yields {termstrc}R Documentation

Bond Yield Calculation

Description

Function for the calculation of bond yields.

Usage

bond_yields(cashflows, m, searchint = c(-1, 1), tol = 1e-10)

Arguments

cashflows matrix with the bonds cashflows.
m maturity matrix.
searchint search interval for root finding.
tol desired accuracy for function uniroot.

Value

The function returns a matrix with the bond yields and the associated maturities.

See Also

uniroot


[Package termstrc version 1.1 Index]