termstrc (version 1.3.7)

create_cashflows_matrix: Cashflows Matrix Creation

Description

Creates a matrix of cashflows for a specified group of bonds for a static bond data set. The number of rows is the number of cashflows for the bond with the longest maturity.

Usage

create_cashflows_matrix(group, include_price = FALSE)

Arguments

group

static bond data set for a certain group of bonds.

include_price

if TRUE the dirty price is included (default: FALSE).

Value

See Also

create_maturities_matrix

Examples

data(govbonds)
(cf <- create_cashflows_matrix(govbonds[[1]]))

## cf matrix with included current dirty price 
(cf_p <- create_cashflows_matrix(govbonds[[1]],include_price=TRUE))