BondValuation
Fixed Coupon Bond Valuation Allowing for Odd Coupon Periods and Various Day Count Conventions
Analysis of large datasets of fixed coupon bonds, allowing for irregular first and last coupon periods and various day count conventions. With this package you can compute the yield to maturity, the modified and MacAulay durations and the convexity of fixed-rate bonds. It provides the function AnnivDates, which can be used to evaluate the quality of the data and return time-invariant properties and temporal structure of a bond.
- Version0.1.1
- R version≥ 2.15.1
- LicenseGPL-3
- Needs compilation?Yes
- Last release05/28/2022
Documentation
Team
Djatschenko Wadim
Insights
Last 30 days
This package has been downloaded 222 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 7 times.
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Last 365 days
This package has been downloaded 2,897 times in the last 365 days. Consider this 'mid-tier influencer' status—if it were a TikTok, it would get a nod from nieces and nephews. The day with the most downloads was Mar 01, 2025 with 31 downloads.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
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Dependencies
- Imports2 packages
- Linking To1 package
- Reverse Suggests1 package