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 09 Oct. 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

githubinstall  
A Helpful Way to Install R Packages Hosted on GitHub
Provides an helpful way to install packages hosted on GitHub. ...
Download / Learn more Package Citations See dependency  
TRMF  
Temporally Regularized Matrix Factorization
Functions to estimate temporally regularized matrix factorizations (TRMF) for forecasting and imputi ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
baffle  
Make Waffle Plots with Base Graphics
Waffle plots are rectangular pie charts that represent a quantity or abundances using colored squar ...
Download / Learn more Package Citations See dependency  
separationplot  
Separation Plots
Visual representations of model fit or predictive success in the form of "separation plots." See Gr ...
Download / Learn more Package Citations See dependency  
binovisualfields  
Depth-Dependent Binocular Visual Fields Simulation
Simulation and visualization depth-dependent integrated visual fields. Visual fields are measured mo ...
Download / Learn more Package Citations See dependency  

28,989

R Packages

247,686

Dependencies

76,495

Author Associations

28,990

Publication Badges

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