R: Fixed Coupon Bond Valuation Allowing for Odd Coupon Periods and Various Day Count Conventions

# Fixed Coupon Bond Valuation Allowing for Odd Coupon Periods and Various Day Count Conventions

## Documentation for package ‘BondValuation’ version 0.1.1

- DESCRIPTION file
- Package NEWS

## Help Pages

AccrInt | AccrInt (calculation of accrued interest)
AnnivDates | AnnivDates (time-invariant properties and temporal structure)
BondVal.Price | BondVal.Price (calculation of CP, AccrInt, DP, ModDUR, MacDUR and Conv)
BondVal.Yield | BondVal.Yield (calculation of YtM, AccrInt, DP, ModDUR, MacDUR and Conv)
DP | DP (dirty price calculation of a fixed-coupon bond)
List.DCC | List of the day count conventions implemented.
NonBusDays.Brazil | Non-business days in Brazil from 1946-01-01 to 2299-12-31.
PanelSomeBonds2016 | A panel of of 100 plain vanilla fixed coupon corporate bonds.
SomeBonds2016 | Properties of 100 plain vanilla fixed coupon corporate bonds.