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BondValuation  

Fixed Coupon Bond Valuation Allowing for Odd Coupon Periods and Various Day Count Conventions
View on CRAN: Click here


Download and install BondValuation package within the R console
Install from CRAN:
install.packages("BondValuation")

Install from Github:
library("remotes")
install_github("cran/BondValuation")

Install by package version:
library("remotes")
install_version("BondValuation", "0.1.1")



Attach the package and use:
library("BondValuation")
Maintained by
Djatschenko Wadim
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-11-14
Latest Update: 2022-05-28
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.
How to cite:
Djatschenko Wadim (2018). BondValuation: Fixed Coupon Bond Valuation Allowing for Odd Coupon Periods and Various Day Count Conventions. R package version 0.1.1, https://cran.r-project.org/web/packages/BondValuation. Accessed 04 Jun. 2026.
Previous versions and publish date:
0.1.0 (2018-11-14 16:00)
Other packages that cited BondValuation R package
View BondValuation citation profile
Other R packages that BondValuation depends, imports, suggests or enhances
Complete documentation for BondValuation
Functions, R codes and Examples using the BondValuation R package
Some associated functions: AccrInt . AnnivDates . BondVal.Price . BondVal.Yield . DP . List.DCC . NonBusDays.Brazil . PanelSomeBonds2016 . SomeBonds2016 . 
Some associated R codes: AccrInt.R . AnnivDates.R . BondVal.Price.R . BondVal.Yield.R . DP.R . InternalFunctions.R . List.DCC.R . NonBusDays.Brazil.R . PanelSomeBonds2016.R . RcppExports.R . SomeBonds2016.R .  Full BondValuation package functions and examples
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