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bondAnalyst (version 1.0.1)

computingBondPVBP: Calculates Price Value of a Basis Point (PVBP) for the Bond.

Description

Calculates Price Value of a Basis Point (PVBP) for the Bond.

Usage

computingBondPVBP(pvPlus, pvMinus)

Value

Input values to two arguments pvPlus and pvMinus.

Arguments

pvPlus

A number.

pvMinus

A number.

Author

MaheshP Kumar, maheshparamjitkumar@gmail.com

Details

According to information provided by Adams and Smith (2019), the method computingBondPVBP() is developed to compute Price Value of a Basis Point (PVBP) for the Bond.

References

Adams,J.F. & Smith,D.J.(2019). Understanding Fixed‑Income Risk and Return. In CFA Program Curriculum 2020 Level I Volumes 1-6. (Vol. 5, pp. 237-299). Wiley Professional Development (P&T). ISBN 9781119593577, https://bookshelf.vitalsource.com/books/9781119593577

Examples

Run this code
computingBondPVBP(pvPlus=100.594327,pvMinus=100.765123)

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