changePvFullBondPrice

Calculates estimated change in the Full Price of the Bond (in currency units) for a given Money Duration and a given change in the Yield-To-Maturity.

Bond Pricing and Fixed-Income Valuation of Selected Securities included here serve as a quick reference of Quantitative Methods for undergraduate courses on Fixed-Income and CFA Level I Readings on Fixed-Income Valuation, Risk and Return.
CFA Institute ("CFA Program Curriculum 2020 Level I Volumes 1-6. (Vol. 5, pp. 107-151, pp. 237-299)", 2019, ISBN: 9781119593577).
Barbara S. Petitt ("Fixed Income Analysis", 2019, ISBN: 9781119628132).
Frank J. Fabozzi ("Handbook of Finance: Financial Markets and Instruments", 2008, ISBN: 9780470078143).
Frank J. Fabozzi ("Fixed Income Analysis", 2007, ISBN: 9780470052211).

MaheshP Kumar

bondAnalyst

Methods for Fixed-Income Valuation, Risk and Return

changePvFullBondPrice function

<dl><dt>moneyDuration</dt>
<dd>A number.</dd>
<dt>changeYtm</dt>
<dd>A number.</dd></dl>

Arguments

MaheshP Kumar, <a href="/link/maheshparamjitkumar%40gmail.com?package=bondAnalyst&version=1.0.1" data-mini-rdoc="bondAnalyst::maheshparamjitkumar@gmail.com">maheshparamjitkumar@gmail.com</a>

Author

Calculates estimated change in the Full Price of the Bond (in currency units) for a given Money Duration and a given change in the Yield-To-Maturity. — changePvFullBondPrice

<dl>

<dt>moneyDuration</dt>
<dd>A number.</dd>


<dt>changeYtm</dt>
<dd>A number.</dd>

</dl>

MaheshP Kumar, <a href='mailto:maheshparamjitkumar@gmail.com'>maheshparamjitkumar@gmail.com</a>

changePvFullBondPrice: Calculates estimated change in the Full Price of the Bond (in currency units) for a given Money Duration and a given change in the Yield-To-Maturity.

Description

Usage

Value

Arguments

Author

Details

References

Examples