fGetTimesBond

Extract the payment dates of a Bond in years

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

fGetTimesBond function

<dl><dt>dfInstrument</dt>
<dd>A dataframe of an instrument with at least columns Frequency and Tenor</dd></dl>

Arguments

Extract the payment dates of a Bond in years — fGetTimesBond

<dl>

<dt>dfInstrument</dt>
<dd>A dataframe of an instrument with at least columns Frequency and Tenor</dd>

</dl>

fGetTimesBond: Extract the payment dates of a Bond in years

Description

Usage

Arguments