termstrc (version 1.3.7)

create_maturities_matrix: Maturity Matrix Creation

Description

Creates a matrix of maturities 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_maturities_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_cashflows_matrix

Examples

data(govbonds)
(m <- create_maturities_matrix(govbonds[[1]]))

## maturities matrix with included maturity of the current 
## dirty price, i.e., zero. 
(m_p <- create_maturities_matrix(govbonds[[1]],include_price=TRUE))