solveYield

This function computes the yield to maturity, given the (flat) bond price.

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

solveYield function

<dl> <dt>buyDate</dt>
<dd>settlement date (the date when the bond is bought)</dd> <dt>matDate</dt>
<dd>maturity date</dd> <dt>rateCoupon</dt>
<dd>annual coupon rate</dd> <dt>bondPr</dt>
<dd>bond price. The flat price without accrued interest.</dd> <dt>nPay</dt>
<dd>number of payments per year</dd></dl>

Arguments

Arto Luoma &lt;arto.luoma@wippies.com&gt;

Author

Computing bond yields — solveYield

<dl>

 <dt>buyDate</dt>
<dd>settlement date (the date when the bond is bought)</dd>

 <dt>matDate</dt>
<dd>maturity date</dd>

 <dt>rateCoupon</dt>
<dd>annual coupon rate</dd>

 <dt>bondPr</dt>
<dd>bond price. The flat price without accrued interest.</dd>

 <dt>nPay</dt>
<dd>number of payments per year</dd>

</dl>

solveYield: Computing bond yields

Description

Usage

Value

Arguments

Author

Details

References

See Also

Examples