Package: BondValuation
Title: Fixed Coupon Bond Valuation Allowing for Odd Coupon Periods and
        Various Day Count Conventions
Date: 2022-05-28
Version: 0.1.1
Authors@R: person("Djatschenko","Wadim",email="wadim.djatschenko@gmx.de",role = c("aut", "cre"))
Description: 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.
Depends: R (>= 2.15.1)
Imports: Rcpp, timeDate
LazyData: TRUE
License: GPL-3
RoxygenNote: 7.2.0
LinkingTo: Rcpp
Encoding: UTF-8
NeedsCompilation: yes
Packaged: 2026-06-23 20:07:34 UTC; root
Author: Djatschenko Wadim [aut, cre]
Maintainer: Djatschenko Wadim <wadim.djatschenko@gmx.de>
Repository: https://cran.r-universe.dev
Date/Publication: 2022-05-28 17:30:02 UTC
RemoteUrl: https://github.com/cran/BondValuation
RemoteRef: HEAD
RemoteSha: 0b492c4eedd017f76fcb38d290cbd3a871a9ca4a