Package: bondAnalyst 1.0.1

bondAnalyst: Methods for Fixed-Income Valuation, Risk and Return

Bond Pricing and Fixed-Income Valuation of Selected Securities included here serve as a quick reference of Quantitative Methods for undergraduate courses on Fixed-Income and CFA Level I Readings on Fixed-Income Valuation, Risk and Return. CFA Institute ("CFA Program Curriculum 2020 Level I Volumes 1-6. (Vol. 5, pp. 107-151, pp. 237-299)", 2019, ISBN: 9781119593577). Barbara S. Petitt ("Fixed Income Analysis", 2019, ISBN: 9781119628132). Frank J. Fabozzi ("Handbook of Finance: Financial Markets and Instruments", 2008, ISBN: 9780470078143). Frank J. Fabozzi ("Fixed Income Analysis", 2007, ISBN: 9780470052211).

Authors:MaheshP Kumar [aut, cre], MaheshP Kumar [aut], MaheshP Kumar [ctb]

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Exports:aiActDtConaiRoundedDaysConvannualYtmZcbForPeriodicityapproxMacDurationUsingApprModifDurationapproxModifDurationbondPriceDefCouponbondPriceExcessCouponbondPriceYearlyCouponschangePvFullBondPricecomputingAORMoneyMarketInstrcomputingBondPVBPcomputingBondYtmRateFiveDecimalPlacescomputingBondYtmRateSixDecimalPlacescomputingGspreadcomputingParRatecomputingQuotedDiscRateMMIcomputingYTCcomputingZspreadconvertAPRtoDifferentPeriodcitydiscMarginFRNdisCouponPmtsBonddisMaturityValBondearZcbVariousPeriodicityeffDurtnCallableBondestimatedPercentChangePVFullPriceextraCompensationForHigherRiskforwardsfrPricingfvMmiUsingQuotedDiscRatefvMoneyMarketInstrUsingAORmacDurationmacDurationOnCouponRatemacDurationOnFPmatrixMethodmodifDurationmodifDurationUsingMacDurationmoneyDurationperiodicDiscRateFRNpricingCommercialPaperpricingFRNpricingMoneyMarketInstrUsingAORpricingQtrlyCpnBondpricingSaCpnBondpricingTbillpricingWithGspreadpricingWithSpotspricingWithSptSeqpricingWithZspreadpricingZeroCouponBondpvCouponDeficiencypvExcessCouponpvFullPricereturnIncomeFRNsaForwardsytmZeroCouponBond

Dependencies:rbibutilsRdpack