create_maturities_matrix {termstrc}R Documentation

Maturity Matrix Creation

Description

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.

Usage

create_maturities_matrix(group, include_price = FALSE)

Arguments

group group name
include_price if TRUE the dirty price is included

Value

matrix

Author(s)

Robert Ferstl, Josef Hayden

See Also

create_cashflows_matrix


[Package termstrc version 1.0 Index]