Other packages > Find by keyword >

bondAnalyst  

Methods for Fixed-Income Valuation, Risk and Return
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("bondAnalyst", "1.0.1")



Attach the package and use:
library("bondAnalyst")
Maintained by
MaheshP Kumar
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-08-13
Latest Update: 2022-08-13
Description:
Bond Pricing and Fixed-Income Valuation of Selected Securities included here serve as a quick reference of Quantitative Methods for undergraduate courses on Fixed-Income and CFA Level I Readings on Fixed-Income Valuation, Risk and Return. CFA Institute ("CFA Program Curriculum 2020 Level I Volumes 1-6. (Vol. 5, pp. 107-151, pp. 237-299)", 2019, ISBN: 9781119593577). Barbara S. Petitt ("Fixed Income Analysis", 2019, ISBN: 9781119628132). Frank J. Fabozzi ("Handbook of Finance: Financial Markets and Instruments", 2008, ISBN: 9780470078143). Frank J. Fabozzi ("Fixed Income Analysis", 2007, ISBN: 9780470052211).
How to cite:
MaheshP Kumar (2022). bondAnalyst: Methods for Fixed-Income Valuation, Risk and Return. R package version 1.0.1, https://cran.r-project.org/web/packages/bondAnalyst. Accessed 05 Aug. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited bondAnalyst R package
View bondAnalyst citation profile
Other R packages that bondAnalyst depends, imports, suggests or enhances
Complete documentation for bondAnalyst
Functions, R codes and Examples using the bondAnalyst R package
Some associated functions: aiActDtCon . aiRoundedDaysConv . annualYtmZcbForPeriodicity . approxMacDurationUsingApprModifDuration . approxModifDuration . bondPriceDefCoupon . bondPriceExcessCoupon . bondPriceYearlyCoupons . changePvFullBondPrice . computingAORMoneyMarketInstr . computingBondPVBP . computingBondYtmRateFiveDecimalPlaces . computingBondYtmRateSixDecimalPlaces . computingGspread . computingParRate . computingQuotedDiscRateMMI . computingYTC . computingZspread . convertAPRtoDifferentPeriodcity . disCouponPmtsBond . disMaturityValBond . discMarginFRN . earZcbVariousPeriodicity . effDurtnCallableBond . estimatedPercentChangePVFullPrice . extraCompensationForHigherRisk . forwards . frPricing . fvMmiUsingQuotedDiscRate . fvMoneyMarketInstrUsingAOR . macDuration . macDurationOnCouponRate . macDurationOnFP . matrixMethod . modifDuration . modifDurationUsingMacDuration . moneyDuration . periodicDiscRateFRN . pricingCommercialPaper . pricingFRN . pricingMoneyMarketInstrUsingAOR . pricingQtrlyCpnBond . pricingSaCpnBond . pricingTbill . pricingWithGspread . pricingWithSpots . pricingWithSptSeq . pricingWithZspread . pricingZeroCouponBond . pvCouponDeficiency . pvExcessCoupon . pvFullPrice . returnIncomeFRN . saForwards . ytmZeroCouponBond . 
Some associated R codes: 01_disCouponsPmts.R . 02_disMaturityValue.R . 03_bondPriceYrlyCoupons.R . 04_pvDeficiency.R . 05_bondPriceDefCoupon.R . 06_pvExcessCoupon.R . 07_bondPriceExcessCoupon.R . 08_pricingZeroCouponBond.R . 09_YtmZeroCouponBond.R . 10_computingBondYtmRateFiveDecimalPlaces.R . 11_bondPricingSemiAnnualCoupon.R . 12_bondPricingQuarterlyCoupon.R . 13_bondPricingUsingSpotRates.R . 14_pricingWithSptSeq.R . 15_bondAccruedInterestActualDateConv.R . 16_bondAccruedInterestRoundedDaysConv.R . 17_matrixBondPricing.R . 18_convertAPRtoDifferentPeriodcity.R . 19_extraCompensationForHigherRisk.R . 20_annualYtmZcbForPeriodicity.R . 21_earZcbVariousPeriodicity.R . 22_estmReturnOnFRN.R . 24_pricingFRN.R . 25_computingPeriodicDiscRateFRN.R . 26_computingDiscMarginFRN.R . 27_computingYTC.R . 28_pricingTbill.R . 29_pricingMmiAOR.R . 30_fvMoneyMarketInstrUsingAOR.R . 31_computingAORMoneyMarketInstr.R . 32_pricingCommercialPaper.R . 33_computingQuotedDiscRateMMI.R . 34_fvMoneyMarketInstrUsingQuotedDR.R . 35_computingParRate.R . 36_computingYearlyForwardRatesusingSpots.R . 37_computingSemiAnnualForwardRatesusingSpots.R . 38_bondPricingUsingForwardRates.R . 39_computingGspread.R . 40_computingZspread.R . 41_bondPricingUsingZspread.R . 42_bondPricingUsingGspread.R . 43_computingBondYtmRateSixDecimalPlaces.R . d01_macDuration.R . d02_bondFullPrice.R . d03_computingMacDurationUsingBondFullPrice.R . d04_computingMacDurationUsingCouponRate.R . d05_computingModifDuration.R . d05b_computingModifDurationUsingMacDuration.R . d06_percentChangePVFullPrice.R . d07_computingApproxModifDuration.R . d08_computingApproxMacDurationUsingApprModifDuration.R . d09_computingEffDurationCallableBond.R . d10_computingMoneyDuration.R . d11_changePvFullBondPrice.R . d12_computingPVBP.R .  Full bondAnalyst package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

dhReg  
Dynamic Harmonic Regression
Building and forecasting time series data with multiple seasonality using Dynamic Harmonic Regressio ...
Download / Learn more Package Citations See dependency  
noisyr  
Noise Quantification in High Throughput Sequencing Output
Quantifies and removes technical noise from high-throughput sequencing data. Two approaches are use ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
kernelPSI  
Post-Selection Inference for Nonlinear Variable Selection
Different post-selection inference strategies for kernelselection as described in kernelPSI a Post-S ...
Download / Learn more Package Citations See dependency  
dcov  
A Fast Implementation of Distance Covariance
Efficient methods for computing distance covariance and relevant statistics. See Sz ...
Download / Learn more Package Citations See dependency  

28,083

R Packages

239,283

Dependencies

74,457

Author Associations

28,084

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA