Package: BondValuation
Title: Fixed Coupon Bond Valuation Allowing for Odd Coupon Periods and
        Various Day Count Conventions
Date: 2018-11-05
Version: 0.1.0
Authors@R: person("Djatschenko","Wadim",email="wadim.djatschenko@gmx.de",role = c("aut", "cre"))
Description: Analysis of large datasets of fixed coupon bonds, allowing for irregular first and last coupon periods and various day count conventions. With this package you can compute the yield to maturity, the modified and MacAulay durations and the convexity of fixed-rate bonds. It provides the function AnnivDates, which can be used to evaluate the quality of the data and return time-invariant properties and temporal structure of a bond.
Depends: R (>= 2.15.1)
Imports: Rcpp, timeDate
LazyData: TRUE
License: GPL-3
RoxygenNote: 6.1.0
LinkingTo: Rcpp
Encoding: UTF-8
NeedsCompilation: yes
Packaged: 2018-11-05 19:51:21 UTC; Wadim
Author: Djatschenko Wadim [aut, cre]
Maintainer: Djatschenko Wadim <wadim.djatschenko@gmx.de>
Repository: CRAN
Date/Publication: 2018-11-14 15:00:18 UTC
Built: R 4.1.0; x86_64-w64-mingw32; 2020-08-03 05:31:11 UTC; windows
Archs: i386, x64
