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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 25 Jun. 2026.
Previous versions and publish date:
No previous versions
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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
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