BondValuation

Fixed Coupon Bond Valuation Allowing for Odd Coupon Periods and Various Day Count Conventions

CRAN Package

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


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.

Sun
Mon
Tue
Wed
Thu
Fri
Sat
0 downloadsMar 2, 2025
0 downloadsMar 3, 2025
16 downloadsMar 4, 2025
12 downloadsMar 5, 2025
6 downloadsMar 6, 2025
7 downloadsMar 7, 2025
2 downloadsMar 8, 2025
5 downloadsMar 9, 2025
6 downloadsMar 10, 2025
14 downloadsMar 11, 2025
6 downloadsMar 12, 2025
5 downloadsMar 13, 2025
4 downloadsMar 14, 2025
11 downloadsMar 15, 2025
2 downloadsMar 16, 2025
5 downloadsMar 17, 2025
13 downloadsMar 18, 2025
9 downloadsMar 19, 2025
17 downloadsMar 20, 2025
10 downloadsMar 21, 2025
5 downloadsMar 22, 2025
6 downloadsMar 23, 2025
10 downloadsMar 24, 2025
3 downloadsMar 25, 2025
6 downloadsMar 26, 2025
5 downloadsMar 27, 2025
8 downloadsMar 28, 2025
2 downloadsMar 29, 2025
11 downloadsMar 30, 2025
5 downloadsMar 31, 2025
4 downloadsApr 1, 2025
7 downloadsApr 2, 2025
0 downloadsApr 3, 2025
0 downloadsApr 4, 2025
0 downloadsApr 5, 2025
2
17

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

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.

Data provided by CRAN


Binaries


Dependencies

  • Imports2 packages
  • Linking To1 package
  • Reverse Suggests1 package