fGetCashflowsBond

Gets the cashflow schedule for a bond

Constructs a yield curve by the Smith-Wilson method from a table of
libor and swap rates. Now updated to take bond coupons and prices
in the same table.

Phil Joubert

SmithWilsonYieldCurve

Smith-Wilson Yield Curve Construction

fGetCashflowsBond function

<dl><dt>dfInstrument</dt>
<dd>A market instrument as a dataframe with columns Frequency, Tenor and Rate with Type in (LIBOR, SWAP), Tenor the instrument maturity in years and rate the rate per annum</dd></dl>

Arguments

Gets the cashflow schedule for a bond — fGetCashflowsBond

<dl>

<dt>dfInstrument</dt>
<dd>A market instrument as a dataframe with columns Frequency, Tenor and Rate with Type in (LIBOR, SWAP), Tenor the instrument maturity in years and rate the rate per annum</dd>

</dl>

fGetCashflowsBond: Gets the cashflow schedule for a bond

Description

Usage

Arguments