Package: BondValuation 0.1.1
Djatschenko Wadim
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.
Authors:
BondValuation_0.1.1.tar.gz
BondValuation_0.1.1.zip(r-4.7-x86_64)BondValuation_0.1.1.zip(r-4.7-arm64)BondValuation_0.1.1.zip(r-4.6-x86_64)BondValuation_0.1.1.zip(r-4.6-arm64)
BondValuation_0.1.1.tar.gz(r-4.7-arm64)BondValuation_0.1.1.tar.gz(r-4.7-x86_64)BondValuation_0.1.1.tar.gz(r-4.6-arm64)BondValuation_0.1.1.tar.gz(r-4.6-x86_64)
BondValuation_0.1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
BondValuation/json (API)
| # Install 'BondValuation' in R: |
| install.packages('BondValuation', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
- List.DCC - List of the day count conventions implemented.
- NonBusDays.Brazil - Non-business days in Brazil from 1946-01-01 to 2299-12-31.
- PanelSomeBonds2016 - A panel of of 100 plain vanilla fixed coupon corporate bonds.
- SomeBonds2016 - Properties of 100 plain vanilla fixed coupon corporate bonds.
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:0b492c4eed. Checks:10 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 110 | ||
| linux-devel-x86_64 | OK | 128 | ||
| source / vignettes | OK | 203 | ||
| linux-release-arm64 | OK | 120 | ||
| linux-release-x86_64 | OK | 123 | ||
| windows-devel-arm64 | OK | 230 | ||
| windows-devel-x86_64 | OK | 143 | ||
| windows-release-arm64 | OK | 199 | ||
| windows-release-x86_64 | OK | 106 | ||
| wasm-release | OK | 104 |
