| aiActDtCon |
Calculates the accrued interest with actual-by-actual day convention. |
| aiRoundedDaysConv |
Calculates the accrued interest with 30-by-360, day convention. |
| annualYtmZcbForPeriodicity |
Calculates annual Yield-To-Maturity (YTM) of Zero-Coupon Bond with given Price and given Maturity Value for various values of Periodicity. |
| approxMacDurationUsingApprModifDuration |
Calculates the Approximated Macaulay duration using the Approximate Modified Duration and Yield-To-Maturity. |
| approxModifDuration |
Calculates the Approximate Modified Duration. |
| bondPriceDefCoupon |
Calculates the Price of Bond making Deficient Coupon Payments. |
| bondPriceExcessCoupon |
Calculates the Price of Bond making Excess Coupon Payments. |
| bondPriceYearlyCoupons |
Calculates Present Value or the Price of the Bond paying Annual Coupons. |
| changePvFullBondPrice |
Calculates estimated change in the Full Price of the Bond (in currency units) for a given Money Duration and a given change in the Yield-To-Maturity. |
| computingAORMoneyMarketInstr |
Calculates Add-on Rate (AOR) of Money Market Instruments. |
| computingBondPVBP |
Calculates Price Value of a Basis Point (PVBP) for the Bond. |
| computingBondYtmRateFiveDecimalPlaces |
Calculates the Yield-To-Maturity (value up to five decimal places) of the Bond paying Annual Coupons. |
| computingBondYtmRateSixDecimalPlaces |
Calculates the Yield-To-Maturity (value up to six decimal places) of the Bond paying Annual Coupons. |
| computingGspread |
Calculates the G-Spread which is the spread between the yields-to-maturity on the corporate bond and that of government bond having the same maturity. |
| computingParRate |
Calculates Par Rate using the given Spot Rates. |
| computingQuotedDiscRateMMI |
Calculates Discount Rate of Money Market Instrument. |
| computingYTC |
Calculates Yield-To-Call (YTC). |
| computingZspread |
Calculates Z-Spread. |
| convertAPRtoDifferentPeriodcity |
Converting an Annual Percentage Rate (APR) from a periodicity of 2 to another periodicity of 4, 12, or 1. |
| discMarginFRN |
Calculates Discount Margin of a Floating-Rate Note (FRN). |
| disCouponPmtsBond |
Calculates Discounted Value of Coupon Payments of the Bond using Market Discount Rate or the Required Rate of Return. |
| disMaturityValBond |
Calculates the Discounted Value of the the Par Value of the Bond or the amount to be paid at the maturity of the Bond using the Market Discount Rate. |
| earZcbVariousPeriodicity |
Calculates Effective Annual Rate (EAR) of a Zero-Coupon Bond for various values of Periodicity. |
| effDurtnCallableBond |
Calculates the Effective Duration statistic of a Callable Bond. |
| estimatedPercentChangePVFullPrice |
Calculates the percentage change in Full Price of the Bond for a given a change in its Yield-To-Maturity and Modified Duration statistic. |
| extraCompensationForHigherRisk |
Calculates desired extra compensation (in terms of bps) for a risky Bond as compared Annual Percentage Rate(APR) of a comparable Bond. |
| forwards |
Calculates Yearly Forward Rates using the given Spot Rates. |
| frPricing |
Calculates Bond Price using the Forward Rate Input. |
| fvMmiUsingQuotedDiscRate |
Calculates Future Value of Money Market Instruments using the given Discount Rate. |
| fvMoneyMarketInstrUsingAOR |
Calculates Future Value of Money Market Instrument using Add-on Rate (AOR) |
| macDuration |
Calculates Macaulay Duration of a traditional Fixed-Rate Bond. |
| macDurationOnCouponRate |
#'Calculates Macaulay Duration using the Coupon Rate and Yield-To-Maturity. |
| macDurationOnFP |
Calculates Macaulay Duration using the Full Price of the Bond and Yield-To-Maturity. |
| matrixMethod |
Calculate Present Value or the Price of illiquid Bond using Matrix Method. |
| modifDuration |
Calculates Modified Duration statistic of a traditional Fixed-Rate Bond. |
| modifDurationUsingMacDuration |
Calculates Modified Duration using the Macaulay Duration and Yield-To-Maturity. |
| moneyDuration |
Calculates Money Duration of a Bond. |
| periodicDiscRateFRN |
Calculates periodic discount rate of a Floating-Rate Note (FRN). |
| pricingCommercialPaper |
Calculates Price of Commercial Paper. |
| pricingFRN |
Calculates Price of a Floating-Rate Note (FRN). |
| pricingMoneyMarketInstrUsingAOR |
Calculates Price of Money Market Instruments using Add-on Rate (AOR) |
| pricingQtrlyCpnBond |
Calculates Present Value or the Price of the Bond paying Quarterly Coupons. |
| pricingSaCpnBond |
Calculates Present Value or the Price of the Bond paying semi-annual Coupons. |
| pricingTbill |
Calculates Price of a Treasury bill (T-bill). |
| pricingWithGspread |
Calculates Bond Price using given values of G-Spread and yield-to-maturity for the government benchmark bond. |
| pricingWithSpots |
Calculate Present Value or the Price of the Bond using Spot Rates. |
| pricingWithSptSeq |
Calculate Present Value or the Price of the Bond using two different Sequences of Spot Rates. |
| pricingWithZspread |
Calculates Bond Price using the given value of a Z-Spread and spot rates taken from the spots curve. |
| pricingZeroCouponBond |
Calculates the Price of a Zero-Coupon Bond. |
| pvCouponDeficiency |
Calculates the Present Value of the Deficiency as result of lower Coupon Payments as compared that of the Market. |
| pvExcessCoupon |
Calculates the Present Value of the Excess Coupon Payment resulting due to higher Coupon Rate as compared the Market Discount Rate. |
| pvFullPrice |
Calculates Present Value of the Full Price of the Bond including Accrued Interest. |
| returnIncomeFRN |
Calculates estimated Return on Floating-Rate Note (FRN) for a given Index, Quoted Margin, Maturity Value, and Periodicity. |
| saForwards |
Calculates Semi-Annual Forward Rates using the given Spot Rates. |
| ytmZeroCouponBond |
Calculates the Yield-To-Maturity(YTM) of a Zero-Coupon Bond. |
![[R logo]](../../../doc/html/Rlogo.svg)
![[Up]](../../../doc/html/left.jpg)
![[Top]](../../../doc/html/up.jpg)