bondCurve

This function draws forward and yields curves, for AAA-rated central governement bonds and/or all central governement bonds.

R Commander plug-in to demonstrate various actuarial and financial risks. It includes valuation of bonds and stocks, portfolio optimization, classical ruin theory, demography and epidemic.

Arto Luoma

RcmdrPlugin.RiskDemo

R Commander Plug-in for Risk Demonstration

bondCurve function

<dl> <dt>date1</dt>
<dd>The date for which the curves are drawn</dd> <dt>date2</dt>
<dd>Optional second date for which the curves are drawn</dd> <dt>yield</dt>
<dd>Is the yield curve shown (TRUE/FALSE)?</dd> <dt>forward</dt>
<dd>Is the forward curve shown (TRUE/FALSE)?</dd> <dt>AAA</dt>
<dd>Are the curves drawn for the AAA-rated bonds (TRUE/FALSE)?</dd> <dt>all</dt>
<dd>Are the curves drawn for the bonds with all ratings (TRUE/FALSE)?</dd> <dt>params</dt>
<dd>The data frame of curve parameters</dd></dl>

Arguments

Author

Drawing forward and yield curves — bondCurve

<dl>

 <dt>date1</dt>
<dd>The date for which the curves are drawn</dd>

 <dt>date2</dt>
<dd>Optional second date for which the curves are drawn</dd>

 <dt>yield</dt>
<dd>Is the yield curve shown (TRUE/FALSE)?</dd>

 <dt>forward</dt>
<dd>Is the forward curve shown (TRUE/FALSE)?</dd>

 <dt>AAA</dt>
<dd>Are the curves drawn for the AAA-rated bonds (TRUE/FALSE)?</dd>

 <dt>all</dt>
<dd>Are the curves drawn for the bonds with all ratings (TRUE/FALSE)?</dd>

 <dt>params</dt>
<dd>The data frame of curve parameters</dd>

</dl>

bondCurve: Drawing forward and yield curves

Description

Usage

Value

Arguments

Author

References

Examples