bond_yields {termstrc} | R Documentation |
Function for the calculation of bond yields.
bond_yields(cashflows, m, searchint = c(-1, 1), tol = 1e-10)
cashflows |
matrix with the bonds cashflows. |
m |
maturity matrix. |
searchint |
search interval for root finding. |
tol |
desired accuracy for function uniroot . |
The function returns a matrix with the bond yields and the associated maturities.