RQuantLib (version 0.4.0)

Schedule: Schedule generation

Description

The Schedule function generates a schedule of dates conformant to a given convention in a given calendar.

Usage

## S3 method for class 'default':
Schedule(params)

Arguments

params

a named list, QuantLib's parameters of the schedule. ll{ effectiveDate a Date, when the schedule becomes effective. maturityDate a Date, when the schedule matures. period

Value

• The Schedule function returns an object of class Schedule. It contains the list of dates in the schedule.

Details

Please see any decent Finance textbook for background reading, and the QuantLib documentation for details on the QuantLib implementation.

References

http://quantlib.org for details on QuantLib.

See Also

FixedRateBond

Examples

params <- list(effectiveDate=as.Date("2004-11-30"),
               maturityDate=as.Date("2008-11-30"),
               period='Semiannual',
               calendar='UnitedStates/GovernmentBond',
               businessDayConvention='Unadjusted',
               terminationDateConvention='Unadjusted',
               dateGeneration='Forward',
               endOfMonth=1)
Schedule(params)