{
  "_id": "6a157200acfb0bcc41d6539f",
  "Package": "bondAnalyst",
  "Type": "Package",
  "Title": "Methods for Fixed-Income Valuation, Risk and Return",
  "Version": "1.0.1",
  "Authors@R": "c(person(\"MaheshP\", \"Kumar\", role = c(\"aut\", \"cre\"),\nemail = \"maheshparamjitkumar@gmail.com\"),\nperson(\"MaheshP\", \"Kumar\", role = \"aut\"),\nperson(\"MaheshP\", \"Kumar\", role = \"ctb\",\nemail = \"maheshparamjitkumar@gmail.com\"))",
  "Author": "MaheshP Kumar [aut, cre], MaheshP Kumar [aut], MaheshP Kumar\n[ctb]",
  "Maintainer": "MaheshP Kumar <maheshparamjitkumar@gmail.com>",
  "RdMacros": "Rdpack",
  "Description": "Bond Pricing and Fixed-Income Valuation of Selected\nSecurities included here serve as a quick reference of\nQuantitative Methods for undergraduate courses on Fixed-Income\nand CFA Level I Readings on Fixed-Income Valuation, Risk and\nReturn. CFA Institute (\"CFA Program Curriculum 2020 Level I\nVolumes 1-6. (Vol. 5, pp. 107-151, pp. 237-299)\", 2019, ISBN:\n9781119593577). Barbara S. Petitt (\"Fixed Income Analysis\",\n2019, ISBN: 9781119628132). Frank J. Fabozzi (\"Handbook of\nFinance: Financial Markets and Instruments\", 2008, ISBN:\n9780470078143). Frank J. Fabozzi (\"Fixed Income Analysis\",\n2007, ISBN: 9780470052211).",
  "License": "GPL-3",
  "Encoding": "UTF-8",
  "RoxygenNote": "7.2.1",
  "NeedsCompilation": "no",
  "Packaged": {
    "Date": "2026-05-26 10:09:58 UTC",
    "User": "root"
  },
  "Repository": "https://maheshpkumar.r-universe.dev",
  "Date/Publication": "2022-08-13 11:10:01 UTC",
  "RemoteUrl": "https://github.com/cran/bondAnalyst",
  "RemoteRef": "HEAD",
  "RemoteSha": "e8939d5db25798c8aa9acce27bddc0b8ce0eba27",
  "MD5sum": "2c171b82ab00f77db39d66eeb23c4485",
  "_user": "maheshpkumar",
  "_type": "src",
  "_file": "bondAnalyst_1.0.1.tar.gz",
  "_fileid": "a26987ec8b2697611be5c3774d6d6879739d47f9492568f05e5828700cc71484",
  "_filesize": 309668,
  "_sha256": "a26987ec8b2697611be5c3774d6d6879739d47f9492568f05e5828700cc71484",
  "_created": "2026-05-26T10:09:58.000Z",
  "_published": "2026-05-26T10:12:16.787Z",
  "_distro": "noble",
  "_jobs": [
    {
      "job": 77852599949,
      "time": 102,
      "config": "linux-devel-x86_64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "7214393040"
    },
    {
      "job": 77852599811,
      "time": 96,
      "config": "linux-release-x86_64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7214390722"
    },
    {
      "job": 77852599841,
      "time": 103,
      "config": "macos-oldrel-arm64",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "7214392234"
    },
    {
      "job": 77852599939,
      "time": 102,
      "config": "macos-release-arm64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7214392779"
    },
    {
      "job": 77852240943,
      "time": 135,
      "config": "source",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7214357697"
    },
    {
      "job": 77852599957,
      "time": 86,
      "config": "wasm-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7214387628"
    },
    {
      "job": 77852600117,
      "time": 73,
      "config": "windows-devel",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "7214383179"
    },
    {
      "job": 77852599867,
      "time": 69,
      "config": "windows-oldrel",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "7214381893"
    },
    {
      "job": 77852599903,
      "time": 68,
      "config": "windows-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7214381242"
    }
  ],
  "_buildurl": "https://github.com/r-universe/maheshpkumar/actions/runs/26445943196",
  "_status": "success",
  "_host": "GitHub-Actions",
  "_upstream": "https://github.com/cran/bondAnalyst",
  "_commit": {
    "id": "e8939d5db25798c8aa9acce27bddc0b8ce0eba27",
    "author": "MaheshP Kumar <maheshparamjitkumar@gmail.com>",
    "committer": "cran-robot <csardi.gabor+cran@gmail.com>",
    "message": "version 1.0.1\n",
    "time": 1660389001
  },
  "_maintainer": {
    "name": "MaheshP Kumar",
    "email": "maheshparamjitkumar@gmail.com",
    "login": "maheshpkumar",
    "description": "Business Instructor, Developer and Content Creator",
    "uuid": 103609697
  },
  "_registered": true,
  "_dependencies": [
    {
      "package": "Rdpack",
      "role": "Imports"
    },
    {
      "package": "stats",
      "role": "Imports"
    }
  ],
  "_owner": "cran",
  "_selfowned": true,
  "_usedby": 0,
  "_updates": [],
  "_tags": [],
  "_stars": 0,
  "_contributors": [
    {
      "user": "maheshpkumar",
      "count": 1,
      "uuid": 103609697
    }
  ],
  "_userbio": {
    "uuid": 103609697,
    "type": "user",
    "name": "MaheshP Kumar",
    "description": "Business Instructor, Developer and Content Creator"
  },
  "_downloads": {
    "count": 311,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/bondAnalyst"
  },
  "_searchresults": 0,
  "_rbuild": "4.6.0",
  "_assets": [
    "extra/bondAnalyst.html",
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "manual.pdf"
  ],
  "_realowner": "maheshpkumar",
  "_cranurl": false,
  "_releases": [
    {
      "version": "1.0.1",
      "date": "2022-08-13"
    }
  ],
  "_exports": [
    "aiActDtCon",
    "aiRoundedDaysConv",
    "annualYtmZcbForPeriodicity",
    "approxMacDurationUsingApprModifDuration",
    "approxModifDuration",
    "bondPriceDefCoupon",
    "bondPriceExcessCoupon",
    "bondPriceYearlyCoupons",
    "changePvFullBondPrice",
    "computingAORMoneyMarketInstr",
    "computingBondPVBP",
    "computingBondYtmRateFiveDecimalPlaces",
    "computingBondYtmRateSixDecimalPlaces",
    "computingGspread",
    "computingParRate",
    "computingQuotedDiscRateMMI",
    "computingYTC",
    "computingZspread",
    "convertAPRtoDifferentPeriodcity",
    "discMarginFRN",
    "disCouponPmtsBond",
    "disMaturityValBond",
    "earZcbVariousPeriodicity",
    "effDurtnCallableBond",
    "estimatedPercentChangePVFullPrice",
    "extraCompensationForHigherRisk",
    "forwards",
    "frPricing",
    "fvMmiUsingQuotedDiscRate",
    "fvMoneyMarketInstrUsingAOR",
    "macDuration",
    "macDurationOnCouponRate",
    "macDurationOnFP",
    "matrixMethod",
    "modifDuration",
    "modifDurationUsingMacDuration",
    "moneyDuration",
    "periodicDiscRateFRN",
    "pricingCommercialPaper",
    "pricingFRN",
    "pricingMoneyMarketInstrUsingAOR",
    "pricingQtrlyCpnBond",
    "pricingSaCpnBond",
    "pricingTbill",
    "pricingWithGspread",
    "pricingWithSpots",
    "pricingWithSptSeq",
    "pricingWithZspread",
    "pricingZeroCouponBond",
    "pvCouponDeficiency",
    "pvExcessCoupon",
    "pvFullPrice",
    "returnIncomeFRN",
    "saForwards",
    "ytmZeroCouponBond"
  ],
  "_help": [
    {
      "page": "aiActDtCon",
      "title": "Calculates the accrued interest with actual-by-actual day convention.",
      "topics": [
        "aiActDtCon"
      ]
    },
    {
      "page": "aiRoundedDaysConv",
      "title": "Calculates the accrued interest with 30-by-360, day convention.",
      "topics": [
        "aiRoundedDaysConv"
      ]
    },
    {
      "page": "annualYtmZcbForPeriodicity",
      "title": "Calculates annual Yield-To-Maturity (YTM) of Zero-Coupon Bond with given Price and given Maturity Value for various values of Periodicity.",
      "topics": [
        "annualYtmZcbForPeriodicity"
      ]
    },
    {
      "page": "approxMacDurationUsingApprModifDuration",
      "title": "Calculates the Approximated Macaulay duration using the Approximate Modified Duration and Yield-To-Maturity.",
      "topics": [
        "approxMacDurationUsingApprModifDuration"
      ]
    },
    {
      "page": "approxModifDuration",
      "title": "Calculates the Approximate Modified Duration.",
      "topics": [
        "approxModifDuration"
      ]
    },
    {
      "page": "bondPriceDefCoupon",
      "title": "Calculates the Price of Bond making Deficient Coupon Payments.",
      "topics": [
        "bondPriceDefCoupon"
      ]
    },
    {
      "page": "bondPriceExcessCoupon",
      "title": "Calculates the Price of Bond making Excess Coupon Payments.",
      "topics": [
        "bondPriceExcessCoupon"
      ]
    },
    {
      "page": "bondPriceYearlyCoupons",
      "title": "Calculates Present Value or the Price of the Bond paying Annual Coupons.",
      "topics": [
        "bondPriceYearlyCoupons"
      ]
    },
    {
      "page": "changePvFullBondPrice",
      "title": "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.",
      "topics": [
        "changePvFullBondPrice"
      ]
    },
    {
      "page": "computingAORMoneyMarketInstr",
      "title": "Calculates Add-on Rate (AOR) of Money Market Instruments.",
      "topics": [
        "computingAORMoneyMarketInstr"
      ]
    },
    {
      "page": "computingBondPVBP",
      "title": "Calculates Price Value of a Basis Point (PVBP) for the Bond.",
      "topics": [
        "computingBondPVBP"
      ]
    },
    {
      "page": "computingBondYtmRateFiveDecimalPlaces",
      "title": "Calculates the Yield-To-Maturity (value up to five decimal places) of the Bond paying Annual Coupons.",
      "topics": [
        "computingBondYtmRateFiveDecimalPlaces"
      ]
    },
    {
      "page": "computingBondYtmRateSixDecimalPlaces",
      "title": "Calculates the Yield-To-Maturity (value up to six decimal places) of the Bond paying Annual Coupons.",
      "topics": [
        "computingBondYtmRateSixDecimalPlaces"
      ]
    },
    {
      "page": "computingGspread",
      "title": "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.",
      "topics": [
        "computingGspread"
      ]
    },
    {
      "page": "computingParRate",
      "title": "Calculates Par Rate using the given Spot Rates.",
      "topics": [
        "computingParRate"
      ]
    },
    {
      "page": "computingQuotedDiscRateMMI",
      "title": "Calculates Discount Rate of Money Market Instrument.",
      "topics": [
        "computingQuotedDiscRateMMI"
      ]
    },
    {
      "page": "computingYTC",
      "title": "Calculates Yield-To-Call (YTC).",
      "topics": [
        "computingYTC"
      ]
    },
    {
      "page": "computingZspread",
      "title": "Calculates Z-Spread.",
      "topics": [
        "computingZspread"
      ]
    },
    {
      "page": "convertAPRtoDifferentPeriodcity",
      "title": "Converting an Annual Percentage Rate (APR) from a periodicity of 2 to another periodicity of 4, 12, or 1.",
      "topics": [
        "convertAPRtoDifferentPeriodcity"
      ]
    },
    {
      "page": "discMarginFRN",
      "title": "Calculates Discount Margin of a Floating-Rate Note (FRN).",
      "topics": [
        "discMarginFRN"
      ]
    },
    {
      "page": "disCouponPmtsBond",
      "title": "Calculates Discounted Value of Coupon Payments of the Bond using Market Discount Rate or the Required Rate of Return.",
      "topics": [
        "disCouponPmtsBond"
      ]
    },
    {
      "page": "disMaturityValBond",
      "title": "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.",
      "topics": [
        "disMaturityValBond"
      ]
    },
    {
      "page": "earZcbVariousPeriodicity",
      "title": "Calculates Effective Annual Rate (EAR) of a Zero-Coupon Bond for various values of Periodicity.",
      "topics": [
        "earZcbVariousPeriodicity"
      ]
    },
    {
      "page": "effDurtnCallableBond",
      "title": "Calculates the Effective Duration statistic of a Callable Bond.",
      "topics": [
        "effDurtnCallableBond"
      ]
    },
    {
      "page": "estimatedPercentChangePVFullPrice",
      "title": "Calculates the percentage change in Full Price of the Bond for a given a change in its Yield-To-Maturity and Modified Duration statistic.",
      "topics": [
        "estimatedPercentChangePVFullPrice"
      ]
    },
    {
      "page": "extraCompensationForHigherRisk",
      "title": "Calculates desired extra compensation (in terms of bps) for a risky Bond as compared Annual Percentage Rate(APR) of a comparable Bond.",
      "topics": [
        "extraCompensationForHigherRisk"
      ]
    },
    {
      "page": "forwards",
      "title": "Calculates Yearly Forward Rates using the given Spot Rates.",
      "topics": [
        "forwards"
      ]
    },
    {
      "page": "frPricing",
      "title": "Calculates Bond Price using the Forward Rate Input.",
      "topics": [
        "frPricing"
      ]
    },
    {
      "page": "fvMmiUsingQuotedDiscRate",
      "title": "Calculates Future Value of Money Market Instruments using the given Discount Rate.",
      "topics": [
        "fvMmiUsingQuotedDiscRate"
      ]
    },
    {
      "page": "fvMoneyMarketInstrUsingAOR",
      "title": "Calculates Future Value of Money Market Instrument using Add-on Rate (AOR)",
      "topics": [
        "fvMoneyMarketInstrUsingAOR"
      ]
    },
    {
      "page": "macDuration",
      "title": "Calculates Macaulay Duration of a traditional Fixed-Rate Bond.",
      "topics": [
        "macDuration"
      ]
    },
    {
      "page": "macDurationOnCouponRate",
      "title": "#'Calculates Macaulay Duration using the Coupon Rate and Yield-To-Maturity.",
      "topics": [
        "macDurationOnCouponRate"
      ]
    },
    {
      "page": "macDurationOnFP",
      "title": "Calculates Macaulay Duration using the Full Price of the Bond and Yield-To-Maturity.",
      "topics": [
        "macDurationOnFP"
      ]
    },
    {
      "page": "matrixMethod",
      "title": "Calculate Present Value or the Price of illiquid Bond using Matrix Method.",
      "topics": [
        "matrixMethod"
      ]
    },
    {
      "page": "modifDuration",
      "title": "Calculates Modified Duration statistic of a traditional Fixed-Rate Bond.",
      "topics": [
        "modifDuration"
      ]
    },
    {
      "page": "modifDurationUsingMacDuration",
      "title": "Calculates Modified Duration using the Macaulay Duration and Yield-To-Maturity.",
      "topics": [
        "modifDurationUsingMacDuration"
      ]
    },
    {
      "page": "moneyDuration",
      "title": "Calculates Money Duration of a Bond.",
      "topics": [
        "moneyDuration"
      ]
    },
    {
      "page": "periodicDiscRateFRN",
      "title": "Calculates periodic discount rate of a Floating-Rate Note (FRN).",
      "topics": [
        "periodicDiscRateFRN"
      ]
    },
    {
      "page": "pricingCommercialPaper",
      "title": "Calculates Price of Commercial Paper.",
      "topics": [
        "pricingCommercialPaper"
      ]
    },
    {
      "page": "pricingFRN",
      "title": "Calculates Price of a Floating-Rate Note (FRN).",
      "topics": [
        "pricingFRN"
      ]
    },
    {
      "page": "pricingMoneyMarketInstrUsingAOR",
      "title": "Calculates Price of Money Market Instruments using Add-on Rate (AOR)",
      "topics": [
        "pricingMoneyMarketInstrUsingAOR"
      ]
    },
    {
      "page": "pricingQtrlyCpnBond",
      "title": "Calculates Present Value or the Price of the Bond paying Quarterly Coupons.",
      "topics": [
        "pricingQtrlyCpnBond"
      ]
    },
    {
      "page": "pricingSaCpnBond",
      "title": "Calculates Present Value or the Price of the Bond paying semi-annual Coupons.",
      "topics": [
        "pricingSaCpnBond"
      ]
    },
    {
      "page": "pricingTbill",
      "title": "Calculates Price of a Treasury bill (T-bill).",
      "topics": [
        "pricingTbill"
      ]
    },
    {
      "page": "pricingWithGspread",
      "title": "Calculates Bond Price using given values of G-Spread and yield-to-maturity for the government benchmark bond.",
      "topics": [
        "pricingWithGspread"
      ]
    },
    {
      "page": "pricingWithSpots",
      "title": "Calculate Present Value or the Price of the Bond using Spot Rates.",
      "topics": [
        "pricingWithSpots"
      ]
    },
    {
      "page": "pricingWithSptSeq",
      "title": "Calculate Present Value or the Price of the Bond using two different Sequences of Spot Rates.",
      "topics": [
        "pricingWithSptSeq"
      ]
    },
    {
      "page": "pricingWithZspread",
      "title": "Calculates Bond Price using the given value of a Z-Spread and spot rates taken from the spots curve.",
      "topics": [
        "pricingWithZspread"
      ]
    },
    {
      "page": "pricingZeroCouponBond",
      "title": "Calculates the Price of a Zero-Coupon Bond.",
      "topics": [
        "pricingZeroCouponBond"
      ]
    },
    {
      "page": "pvCouponDeficiency",
      "title": "Calculates the Present Value of the Deficiency as result of lower Coupon Payments as compared that of the Market.",
      "topics": [
        "pvCouponDeficiency"
      ]
    },
    {
      "page": "pvExcessCoupon",
      "title": "Calculates the Present Value of the Excess Coupon Payment resulting due to higher Coupon Rate as compared the Market Discount Rate.",
      "topics": [
        "pvExcessCoupon"
      ]
    },
    {
      "page": "pvFullPrice",
      "title": "Calculates Present Value of the Full Price of the Bond including Accrued Interest.",
      "topics": [
        "pvFullPrice"
      ]
    },
    {
      "page": "returnIncomeFRN",
      "title": "Calculates estimated Return on Floating-Rate Note (FRN) for a given Index, Quoted Margin, Maturity Value, and Periodicity.",
      "topics": [
        "returnIncomeFRN"
      ]
    },
    {
      "page": "saForwards",
      "title": "Calculates Semi-Annual Forward Rates using the given Spot Rates.",
      "topics": [
        "saForwards"
      ]
    },
    {
      "page": "ytmZeroCouponBond",
      "title": "Calculates the Yield-To-Maturity(YTM) of a Zero-Coupon Bond.",
      "topics": [
        "ytmZeroCouponBond"
      ]
    }
  ],
  "_rundeps": [
    "rbibutils",
    "Rdpack"
  ],
  "_score": 1,
  "_indexed": true,
  "_nocasepkg": "bondanalyst",
  "_universes": [
    "maheshpkumar"
  ],
  "_binaries": [
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "1.0.1",
      "date": "2026-05-26T10:11:45.000Z",
      "distro": "noble",
      "commit": "e8939d5db25798c8aa9acce27bddc0b8ce0eba27",
      "fileid": "e8a3db8277f3261afd565279b142b07418a1377166b8f281a6959ed0362fb22e",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/maheshpkumar/actions/runs/26445943196"
    },
    {
      "r": "4.6.0",
      "os": "linux",
      "version": "1.0.1",
      "date": "2026-05-26T10:11:40.000Z",
      "distro": "noble",
      "commit": "e8939d5db25798c8aa9acce27bddc0b8ce0eba27",
      "fileid": "0928aa7b5c79ecbf7d637e2ac77392df5a9f23f62cb62269fa8e4a3c684c554d",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/maheshpkumar/actions/runs/26445943196"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "1.0.1",
      "date": "2026-05-26T10:11:45.000Z",
      "commit": "e8939d5db25798c8aa9acce27bddc0b8ce0eba27",
      "fileid": "7a799652b914561b0811a7d62441fb91425a97a8483d4888a9d291ae59f64096",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/maheshpkumar/actions/runs/26445943196"
    },
    {
      "r": "4.6.0",
      "os": "mac",
      "version": "1.0.1",
      "date": "2026-05-26T10:11:44.000Z",
      "commit": "e8939d5db25798c8aa9acce27bddc0b8ce0eba27",
      "fileid": "a75bba6fd04bce4091e68ceae03a885323b65f00dd53d3e33e02b6781d763d4e",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/maheshpkumar/actions/runs/26445943196"
    },
    {
      "r": "4.6.0",
      "os": "wasm",
      "version": "1.0.1",
      "date": "2026-05-26T10:11:42.000Z",
      "commit": "e8939d5db25798c8aa9acce27bddc0b8ce0eba27",
      "fileid": "c864aad8e6911eb98213fc8642d449de72daa6e251ae39461bcd97a9c30ff593",
      "status": "success",
      "buildurl": "https://github.com/r-universe/maheshpkumar/actions/runs/26445943196"
    },
    {
      "r": "4.7.0",
      "os": "win",
      "version": "1.0.1",
      "date": "2026-05-26T10:11:12.000Z",
      "commit": "e8939d5db25798c8aa9acce27bddc0b8ce0eba27",
      "fileid": "aa0d26b4a0ede83dcf16f5af1c5769aba32989be225ec38265e638679bb1f1da",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/maheshpkumar/actions/runs/26445943196"
    },
    {
      "r": "4.5.3",
      "os": "win",
      "version": "1.0.1",
      "date": "2026-05-26T10:11:08.000Z",
      "commit": "e8939d5db25798c8aa9acce27bddc0b8ce0eba27",
      "fileid": "cbe5fafb8c77305d66db517f553c015bc3692c6b5727adf46be22022260d5aef",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/maheshpkumar/actions/runs/26445943196"
    },
    {
      "r": "4.6.0",
      "os": "win",
      "version": "1.0.1",
      "date": "2026-05-26T10:11:06.000Z",
      "commit": "e8939d5db25798c8aa9acce27bddc0b8ce0eba27",
      "fileid": "a651ac50c8f9de1c66b5bf2b99cf4d5fb34e5838a089bc609443c8b7e3e8dee0",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/maheshpkumar/actions/runs/26445943196"
    }
  ]
}